I'd like to preface this with the fact that I am not personally a superstition guy, I just play one when I'm at work
I teach it for two reasons.
1. Whistling is annoying and once I teach it the students police it very well.
2. I once toured a facility with a co-workers class and a student whistled. Our guide (a person for whom I have a great deal of professional respect) politely informed the class about the fact that you don't whistle in theaters because it's bad luck. The student whistled again shortly there after and our guide was much less polite with his second admonishment. I know that you can't stop all people from being rude, but I personally teach these superstitions (break a leg, Scottish play, etc...) so that I can be certain that MY students won't be the ones insulting people who go out of their way to share their spaces with us.
I do teach it to my tech students. Generally someone will whisper it in the theater the next opportunity that they get. As a generally laid back guy, when I get serious, the entire dynamic of my classroom changes. So when I inevitably catch them saying it I get very serious, very quickly. Remove the student from the space to be dealt with at a later time. And never have an issue with that group of students again.
This is generally during the first week of class and makes whistling and the Scottish play a non-issue for the rest of the year.
This is precisely the reason why I teach it. Let the students slip up while they are around me so that they can learn not to do so around others. I teach the superstitions less as something to be personally superstitious about and more as a way to show respect to people who work in our industry who are superstitious.
Also, I'll take any chance I get to help teach the youth of our nation to not be jerks and to respect other's beliefs.
The entire conversation above was supposed to be sarcasm, right?
These superstitions are kept up because they make things fun and light heated, and out of respect for traditions...because its fun. Being over zealous about these things is a real turn-off and makes me glad that I quit school, and got away from "real" theater people. It's supposed to be fun.