I've knit with Chroma and Jan in CA is right: it's not plied and so you can't tug on it like you might with Wool-ease or something.
Chroma also has thick and thin spots on purpose in order to emulate a hand spun yarn. This makes it doubly delicate in my opinion. You probably snapped it at one of those really thin parts.
I have never broken this yarn, but then I'm a rather loose knitter. I also think it helps to use a blunt tip bamboo needle like KA with yarns like these, but that might be just me.
Despite its delicacy, I do still like Chroma because its hard to find color changes like that in fingering weight that are in my price range. Also, it's so soft! And I love the Paperback colorway!
I'm more worried about how it'll wear long term. All that barely spun nylon makes nervous.