Te whole point was she was asking about during quilting, not piecing. She was taling about NOT bringing it to the top.

I've beard it's to avoid thread nest

If you leave the bobbin thread there is a good chance that it will get all tangled up when you start stitching. Since you can't really see what's going on, you won't realize what a mess you have until the line is done. It would take a whole heck of a lot more effort to untangle the mess, then bury the threads. I have tried doing this and actually tore the thread. So when the start of my quilting line is visible (and not off the edge) I try to remember to pull up the bobbin thread.

I pull my bobbin thread up and then tie the threads before restarting to sew...also take one stitch back and one forward to hold the thread. The threads are easier to find if you take care of them right away.

Once in a blue moon you will get the bobbin excess being wrapped in the stitching creating what is called a nest. I was not carefully with this quilted project since I am just do decorative quilting on the Bible bag top and the lining will hide any mistakes. Usually I use little strip of leftover fabrics called enders to prevent this from happening. HOPE this photo helps.

I see everyone does things differently. I don't get nests. I don't pull the bobbin thread up before I start a line of quilting, I don't pull it up after a line of quilting. When finished the line, I release tension, move the fabric (on my domestic) or the machine (on my long arm), put the presser foot down and do the next section f quilting, still not pulling through the bobbin thread. So what if (no, not if, when) I run over a bobbin thread? When I am finished the quilt, I turn it over, clip all the threads halfway between spans, and bury them. The ones that were run over by later quilting get pulled out from under the over run and get buried just like anything else. If you think you are securing your bobbin threads by pulling them through while quilting and cutting them flush... think it through a bit more thoroughly. All threads really need to be buried in the batting for a 1/2 inch or so to make sure they don't pull out when washed. JMHO tim in san jose

I do free motion quilting, not side to side. Sometimes I need to start in the middle of a quilt and move in multiple directions. If I don't bring my thread to the top, I end up quilting over the bobbin thread - what a mess!

But WHY is it a mess? It's just a thread under another thread.

If you bring your bobbin thread to the top you can bury both threads at the same time with a self threading needle by threading them both at once, knotting and burying them both in the same motion. You are creating twice as much work burying top threads and flipping the quilt and burying bobbins. I am glad you never get thread nests. It only took one for me to learn my lesson.
So for me, and for the OP, another reason to bring bobbin thread to the top is so you can bury them both together at the same time if you do it that way. I will lock stitches in place before burying them. I do this by taking several very minuscule stitches back and forth in the ditch or an area where there is already a lot of thread build up. Those threads aren't coming loose, I check. Hey if its good enough for Karen McTavish, who I learned it from, it is good enough for me.

I would never argue with her. But... I save a lot of time not pulling the threads up as I quilt. I can use the zen of burying threads as part of the finishing process of the quilt (like binding). When I stitch in the ditch (on my domestic) I use the double reverse stitch method, still don't pull the threads up and just cut everything off flush when done. The only time I get thread nest is when some idiot forgets to put the presser foot down on the Tin Lizzy. Much easier to do than you can imagine. And very, very ugly. tim in san jose