Gully (Foyle?) at Terra Is My Nation nicely deconstructs the role of shoes in Penthouse/Hollywood porn.

Key points:
"...the reason porn stars usually wore shoes was because they, like many of us, have ugly feet."

"Maybe their importance is reflected in part by Mark Twain: ‘Naked people have little or no influence on society.’ By leaving her shoes on the porn starlet maintains a foot state in the productive society."

One of Gully’s commenters says:
"...in mainstream porn, the feet are pretty much the only body part not involved in the action, so they can bear the significatory burden of Glamour."

To which Gully adds:
"I still think that shoes stand as some sort of dividing line signifying performance."

More prosaically:
"I wonder if it might have to do with the functionality of a photo shoot out in the wide world. Put a girl in a field and she’d better wear shoes or she’ll damage something."

And a final commenter adds:
"Have you considered what the floor would be like around that bed? It would explain why the guys used always wear socks…."