My surfaces and colloids class didn't really get into the whole chemistry of paints area(well, if it did, I wasn't paying attention), but my guess would be that the surface chemistry of the suspended pigment particles is basically incompatible with the components in the thinner.
Going by the material safety data sheets (MSDSs), laquer thinner is a mixture of toluene and ketones, both of which are polar. Mineral spirits are listed as aliphatic hydrocarbons, which are generally non-polar. (And looking at this paragraph, it relies way too much on freshman chemistry and probably makes absolutely no sense to 90+% of the forum membership, so I'll stop there).
In my experience, paint companies tell you to thin/clean up with products from their own line to increase their bottom line... why have you buy somebody else's stuff when they can sell you their own?
As to the acetone, maybe you tried to cleaning with it... I consider it to be safer than lacquer thinner.