On a long arm, the threads can wear the thread guides a bit which can cause thread to fray. Embroidery machines stitch so fast so maybe they can also cause the thread guides to develop little groves. Oh, I just found this video about sudden fraying of the thread on a brother machine. Interesting, there is a little metal piece at threading point 6 that can slide under the metal bar and needs to be on top for the thread not to fray.
https://www.youtube.com/watch?v=WOCl4mIe5qU