I once had a problem with thigh bones splintering, so I asked Bobby Cresap of Team BobbyQ what was going on. He explained to me that cheap chicken that has been pumped with hormones to speed growth will do this because the bones haven't had sufficient time to mature. The bird is made to put on meat as fast as possible, and few consumers care anything about the bones.
Sure enough we had switched to cheap family pack chicken that week because we couldn't find our usual organic chix. Moral of the story - if you cut bones, buy the good stuff.