The dogs are scared, and the escalator is legitimately dangerous to furry animals with long toenails, so in this case everyone wins. The safest option is also the cutest.
Also I think a lot are just scared of it moving. I've also had dogs scared of walking on like grates, or stairs with open backs. Maybe it's a depth perception thing. Maybe they just can't comprehend it? I've had a couple pretty dumb dogs though. Still 25/10 puppers.