I have an industrial Juki 8700. it has no bells and whistles, and it will sew through anything including about 8 layers of denim with no problem. I use it mostly for piecing, and it also has no problem sewing on one layer of thin fabric.
The machine you got is not from the Juki Industrial line, I hate when domestic machines are advertised as "industrial" just because they will sew through heavier fabric. Happens with vintage machines all the time.
Glad you are able to send it back, and if that is the model you really want, you may want to try again. What you got is not normal for that machine, and lemons can happen with anything.