The other answers are both partly right, but to be more specific: The albatross is really good at navigating air currents and ocean winds even when very far out at sea. If you could see an albatross, chances are you were safe from storms and such, and supposedly sailors would even sometimes use them to navigate by to stay safe. Seeing an albatross was good luck - not seeing one for an extended time was bad luck

So the comic inverts that from an Albatrosses point of view. Being followed by ships is an annoyance to them

That's why the Mariner in the poem seems to bring a curse upon his ship when he shoots the albatross - he has literally destroyed a symbol of good fortune

Turns out things won't go well for the albatross (it will get shot). The saying, "to wear an albatross around one's neck" is an indication of having been cursed. It comes from a 227 year old poem. From Wikipedia:

In the poem The Rime of the Ancient Mariner, an albatross follows a ship setting out to sea, which is considered a sign of good luck. However, the titular mariner shoots the albatross with a crossbow, an act that will curse the ship and cause it to suffer terrible mishaps. Unable to speak due to lack of water, the ship's crew let the mariner know through their glances that they blame him for their plight and they tie the bird around his neck as a sign of his guilt. From this arose the image of an albatross around the neck as metaphor for a burden that is difficult to escape.

https://en.wikipedia.org/wiki/Albatross_(metaphor)

I'm going to presume that sometimes sailors, when looking for land, will at some point follow birds thinking they will lead the ship to land. In this instance they've found two albatrosses. Unfortunately, albatrosses can fly 10,000 miles in a single journey, so they could theoretically be very far from land. The albatrosses don't realize the intent and just think they're being followed.