Glazed thread is a cotton thread for hand sewing only, The glazed finish (usually wax or starches) would leave residues in your machine and the result would be a clogged machine and a frayed temper!
The glazed finish makes the thread stronger, smooth and helps resisit tangling & knotting. It slides through the layers of a quilt sandwich easily and is less likely to fray in the eye of the needle. Threading a needle with a glazed thread is so much easier too.