I've never had this problem. I do bag the linings, but I also hand stitch in the ditch to tack them at joining seams and at the edges.
I religiously hand hem draperies, can't stand for any stitching to show at the hem.
There is always the possibility that today's lesser quality - available every where! - has struck again and the yarns used to weave the fabric, either lining or drapery, may have been processed in a less expensive manner that is causing the weave to be unstable. That would be something that would definitely tick me off - but would not surprise me at all.
If some manufacturers and retailers can't be bothered to produce and sell something as simple as thread that doesn't shred, it stands to reason they'd intentionally manufacture defective fabric and the retailer may have no way of knowing.
Hopefully, undoing and hand stitching will give you more control of the situation.