I used to buy plastic thread all the time for its low cost. A baby blanket I made started unraveling when the stitches gave way. Linen might cost more, but it holds up without surprise failures.
Actually had the opposite experience with a linen thread project last year. Made a set of kitchen towels that started fraying after just a few washes. The plastic thread on my outdoor cushion covers has held up through two full summers of sun and rain without any issues. Sometimes the right material depends on what you're making and where it's used.