I just finished FMQ'ing 2 wheelchair quilts. I use my domestic sewing machine. I had it happen 3 times on the first quilt, once on the 2nd. Going with the theory that it's a tension issue, I have some observations. On the first quilt I was using a spool of thread with not much thread left on it. (I was actually seeing if I could complete the entire quilt without changing it!!) So it's highly possible my tensions were off there. On the 2nd quilt I ran out of bobbin thread shortly after it happened. So it's likely the tensions were messed up there too.
So maybe it's a tension issue?
I'd love to know exactly what is causing this. It looks so odd, like the thread goes through the eye of the needle twice although I know that's not what's really happening.