As a fully trained stage actor I have heard of this and many other superstitions and the reasons behind them. For example you shouldn't whistle on stage, because it used to be a signal to the stage hands in the 'flys' (the place from where the back dorps and such are lowered into place) that it was clear to lower away. So the superstition came out of an actual danger. There's also the one around not saying 'good luck', hence the phrase 'break a leg'; though I don't know why or how that one came around.
As for the superstition in question, MacBeth is infamous in terms of Shakespear's plays as being (I believe) the only one to depict witches so affluantly and openly. Infact the play starts off with the witches casting spells and such over a cauldron and predicting things to come. Not only is the name seen, apparently actual spells that some local witches got angry about and hence cursed the play. As such numerous stories of accidents, misfortunes and deaths have been attributed to the superstition. In a vast number of theatres the stage is actually ritualistically salted, cleansed and purified to ensure that no evil comes from the appearence of and words of the witches.
Hope that enlightens and informs many.