My guess: "scali" = ladder or staircase, which someone decided the braids resembled?
Edit to add: Found this over at the King Arthur site:
"My grandfather actually had an Italian Bread Bakery and made Scala, Vienna, French Sticks, Hard Rolls, Rounds, large and small every day. His Scala didn’t have big air pockets and was run through a “dough breaker” many times until it had an almost cake like, fine texture. Also, he didn’t braid it, but made a long rope and pushed it together accordion like."
Maybe the first scali weren't braided but were instead ropes pushed together, which would more closely resemble stairs.