Huh, that's a common superstition in the United States, but I've never looked into the origin. I just looked up a couple of articles (one here: https://www.mentalfloss.com/article/616903/why-opening-umbrellas-indoors-is-bad-luck and another here: https://psychiclibrary.com/umbrella-superstition/) that give some seemingly-dubious origins linked to the ancient Egyptians and a more plausible, but prosaic, one linking the belief to the potential for breaking things and hurting people caused by the invention in Victorian times by spring-powered opening mechanisms. At least in America, it's in the same family of superstitions as breaking mirrors or walking under ladders - stuff that "everyone knows" is bad luck, but most folks don't take all that seriously.

Hopefully someone else has a more insightful answer!

Cheers,
Jeff