Actually, we don't know there's no false causality, simply because there're so few incidents of coincidence. Confirmation bias tends to make the infrequency of coincidence less obvious. On top of that, our brains tend to apply greater signficance to coincidence that is highly emotional (relatively speaking). Thus, if someone has something bad happen to them after walking under a ladder, they may ascribe it to them walking under the ladder.
Or, it may be that the superstition about ladders is just an overextension of justifiable caution. Things fall off ladders more often than places where ladders are not, so your chances of injury go up if you go around walking under ladders (especially if those happen to be occupied at the time). Some superstitions are just this - extensions of good sense into nonsense.
Once a superstition has been formed, that's when other processes take over. One is the passing it along (as you mentioned). The next generation doesn't have that false causality - just the shared superstition, usually learned as a child. Sometimes folks will rationalize their superstition to hold onto it, and other times they'll revise their beliefs as the lack of causal link becomes clear.