I'm not sure why the first one doesn't but the last one always does, lol.
My machine is a very old Brother PE150, yes that old and still going strong.
I use Brothread on top and the bobbin thread is some prefilled bobbins a friend gave me so I'm not sure of the brand.
This happened on towels so I used tear away and wash away on the back, and wash away on the front.
It could be that I should not trim the bobbin thread so close, especially since the back will be covered so no one would see little tails anyway.