I just thought I'd throw in my $0.02.If your not careful when threading this type of tension unit this can happen because the thread isn't pulled past the little guide on the lower thread disc,called thread controller.Sometimes the little screw loosen & it'll turn clockwise & put this at an angle that will make it hard the get the thread in past the guide, so the little screw should be in the middle of the slot,if it's on the leftside then here is where the problem is,See attached diagram.
When you thread this you pull it down the rightside,under,up the left & pull the thread to the right until you hear a snapping noise,then it will be behind were it belongs & won't jump out when your sewing.
HTH
Bob