These dice superstitions are often described, but rarely are they critically examined (the recent essay collection The Bones may change that). Why, exactly, are gamers weird about their dice? They are, after all, just bits of plastic. Or metal or bone or wood or whatever. Mostly plastic.
It's superstition, of course. But it's superstition that reaches into the core of what a roleplaying game really is. You see, dice superstitions are a manifestation of your brain as a pattern recognition machine. Your brain was evolved over millennia to find patterns in things: to notice the warning signs of approaching predators, or to see a rival ape that might try to take its mate away. To learn how to find food and learn which plants are good to eat. That's what your brain does, and it does this job quite well.
Too well, actually. As a pattern recognition machine, it's too eager to notice patterns, even in total randomness. you brain is much more likely to generate false positive: you see a pattern where there is in fact none. You know how when you look at a random pattern of dots (or a grilled cheese sandwich) and see a human face. There's no face there, but you can't help but see a signal in the noise. (Your overactive pattern recognition software may also be why the human brain is so bad with probability estimations, but that's another blog entry.)
Other phenomena is a result of the same over-active pattern recognition, of course. Real world superstitions, from cargo cults to Electronic Voice Phenomena (good band name, that). In psychology, the seeing a significant pattern in true randomness is known as pareidolia.
Now, I have a theory. The theory is that art in general, and roleplaying games specifically, are all about deliberately creating these false positives in your brain's pattern recognition software. You draw two dots and a line of a smiley face, and that's enough to make your mind think "human face". Newborn babies react the same to paper plates with smiley faces as they do to real human faces. Music is based off of the sonic range of the human voice and the rhythm of the human heartbeat. Movies jump from camera angle to camera angle (and comic books from frame to frame), and your brain stitches it together into a coherent story. Other art tricks the mind in similar ways: you construct a pattern, and ideally the mind accepts it as true, thereby creating emotional buy-in in the audience.
Even more than most art, roleplaying games force the audience/participants to bring this pareidolic thinking to the fore. You need to know what happens, so you roll some dice. You get a 7. So what does that mean? At this point, your brain starts trying to find a pattern. It seeks out stuff established already, to describe your success or failure in terms that continue and complete the patterns. The very purpose of a roleplaying game system, whether diceful or diceless, is to provide inputs into your pattern-recognition brain software. Without that, we could just tell a collaborative story without any system to speak of.
Roleplaying is the act of taking a random input and making it fit into a larger story. It is the act of forging order out of chaos. Dice are the vehicle for generating the randomness, and every time we perform this miraculous act, we convince ourselves a little bit more that the dice have larger meaning. By deliberately, repeatedly invoking pareidolia, we sometimes trick ourselves too well. Thus, we create a set of superstitions around our dice because the entire act of roleplaying is creating superstitions around our dice.