It may be bad luck to walk under a ladder for a variety of more practical concerns. First off, if a person is on the ladder, a walk under it might endanger either person; some ladders are not particularly safe. Second, a ladder up to a roof might suggest people are working on a roof. Walking under the ladder might endanger the person on the ground if things fall off the roof. Even walking near a site where people are working above is somewhat fraught with danger. People can and have been injured by things dropping from overhead.