Great question, but there appears to be no good answer. This site is typical. Linking this to ancient Egypt is over the top; I really don't see how we could make a connection. It appears to be more of a coincidence.

The eighteenth-century references seem more plausible, although I have yet to find the primary source(s) upon which this is based. There is no question that a large umbrella opened in a small domicile is more than bad luck - it's simply a bad idea because the suddenly-sprung-open umbrella is likely to hit something or someone. I suspect that this is at the heart of it, but one could certainly look for the symbolic significance of a large dark shade descending over a living space as a reference to something ominous.

Sorry not to be able to provide anything definitive, but it appears that this is a good opportunity for additional work - if internet sources are any guide. I have nothing at my fingertips other than that.