Not always. If your line doesn't break at the knot, it may be the knot was stronger than the line

I have never had that happen unless you wrap the line around your spool/handle which creates a weak link. i can't see how the knot could possibly be stronger then the mainline. i use the palomar knot as well which definitely holds a higher knot strength then most other knots out there.

Anyone else have any thoughts on this?

When I do have break off its usually before the knot about 1-2 feet. I mark my line with a marker 1-2 feet up from the knot and the broken line is marked. I use the improved clinch for my braid.