I don't think all women are shoe lovers, I know that I couldn't care less and mostly  want comfortable shoes that I can walk in for a long time without having aches in my feet.

I think it's one of those perpatuating  stigmas - women are supposed to like shoes and so to match the idea of what a woman should be, they do. I've seen a lot of boys being encourage to like cars and sports and so this becomes their hobby later in life. I also saw a lot of boys beling pulled away from liking dolls or painting or other hopbbies that are considered more girly. 

I think that a lot of time parents brag in their child matching the gender stereotype  ("He liked cars since he was born" or "She's so pretty") and the children, not wanting to dissapoint the parents tend to follow that lead.