My Kenmore 19000 Embroidery machine will occassionally do this, more when I'm using zig-zag or other utility stitch than embroidery. What I noticed when I got the thread out of the fabric and cut close to the fabric , was that somehow the top thread had jumped out of the thread take- up lever ; it was still threaded through the needle but was running straight from top to tension discs, by- passing the take-up lever. When that happens, the top thread is not being pulled back up to tighten the thread before the next stitch is formed. I don't know how or why it jumps out since there's a little spring thing that you have to pull it past to get it in the lever slot and I know it was in the slot when I started sewing. I have 2 other Kenmores and haven't had the problem with them. I wonder if speed may be a factor since the embroidery machines sew faster than regular conventional machines. One of my other Kenmores, a little electronic I bought to use during bad weather ( so I don't risk my computer models getting hit by lightening) has a control so you can set the speed of the machine to sew fast or slow. I really like that feature.
One thing to watch when beginning embroidery ,is to make sure both threads are up on top of the fabric and the top thread is secured however your machine manual dictates. I also hold the bobbin thread out to the left so it can't get pulled back down by the needle and top thread. Only need to do this for the first few stitches, each time you begin a design or change color.
Hope this helps you determine the origin of the problem.