Aside from a great protein snack, a spider falling / crawling into your mouth during sleep isn't what most people want. With over 55% of women and 18% of men having a fear of spiders (Arachnophobia) in western populations its no wonder spiders are synonymous with Halloween.
Origins of the "fact":
1993 Linda Holst (a journalist) made up a list of ridiculous "facts" to highlight how gullible people were as she was annoyed with all the silly "facts" that were circulating on the internet and via email. Ironically the myth of eating 8 spiders a year in your sleep took hold and is still questioned today.