Because she's such a small dog, I'd bet at some point one of her paws may have been caught for a second in a storm drain - briefly enough for you not to notice, but to scare her.

Whatever the case, you CAN desensitize her, so you don't end up zig-zagging all. When she starts to pull away, stop in your tracks. Make her sit if you have to, and wait, then walk toward the drain another few steps, stop and refuse to budge whenever she begins to pull away. Reward her with treats and praise when she walks straight, and continue over the drain. You may feel like you look silly to passers-by, but your arm socket will thank you in the long run! I know pugs are small, but they are like little tanks when they want to be!