Interesting ... Bandai used the same technique in some of their 1970's big-scale vintage-car kits. It's important to get the tension of the thread just right ... too little or too tight & the hub slides, or gets pulled, off-centre .... I think a jig that held both the rim & the hub was included with those kits which made the job a little bit easier than Andreas' way.
Bandai used ordinary sewing thread for their spokes so I wonder if the thread stretched over time & you got hub-sag ?? May have had to varnish/paint the thread after it was assembled - shouldn't be a problem with nylon thread / fishing-line.