We're all built to go barefoot on a variety of surfaces, though it takes some practice to do so without difficulty in very rocky and uneven terrain. The feeling of unrestricted freedom and the tactile sensations of the soles can be a great pleasure. But why more women than men? Perhaps it's partly because many lady's shoes are rather uncomfortable and impractical, and partly because male feet are by many considered unsightly (so no part of a male part should be visible in "high society"). Remember that not so long ago it used to be the other way round: On many pictures of 1900 or earlier boys are barefoot and girls wear shoes. Perhaps because of another stereotype ("boys are tough, girls are fragile and require protection").