Shoes are a fairly rare variant of foot covering in roguelikes. Mostly characters wear armored boots, but some games include less protective shoes or sandals as well. Foot armor has not been differentiated as much as hand or head armor, which can come in gloves v. gauntlets or helmets v. hats/caps v. crowns.
Shoes could be made easier to run in than boots, while boots remain more protective. In a game with puns as a basis of gameplay, horses and centaurs could wear shoes, but not boots. Also, one might not be allowed to wear boots some places, like into the palace.