Sometimes, they will land on you. Sometimes, they will not leave even if you try to get them to crawl off onto a nearby bush. I think that if any butterflies are being stepped on, it is those who develop sudden and inexplicable attachments to humans. I know about this, having become an object of a butterflys affections while visiting a butterfly exhibit.
You're right. Come to think about it, I've had them land on me. I just don't see how or why someone would just step on a harmless beautiful creature and most of the time it seems like you would have to go out of your way to do that.