Robert Massie's "Nicholas & Alexandra" asserts that the incident was seen as a bad omen. A Tsar's coronation was supposedly seen as a harbinger of his reign, and thus tragedy foretold tragedy. It should be noted that Massie is sometimes criticized for having an oversimplified view of Nicholas II and his fall. The story itself is also suspect as a bit trite - most any society with a sense of the lyrical would be prone to symbolism in that circumstance. I am unsure of the extent to which this "curse" related to any particular and significant Russian custom, or was simply a poetic coincidence.