I have two pairs of flip-flops, one pair of sneakers, and one pair of boots. I hate buying new shoes. I like my already worn-in ones and I wear them until they literally fall apart. Every time I realize I need to break in a new pair of shoes I dread it. So I guess my answer is I don't know. I guess if I were to really get into it I'd say it's an extension of the pressure that women are under to emphasize their appearance, or that being fashionable and taking an interest in clothes/shoes/textiles is a common female gender trait.
But my husband has at least 15 pairs of shoes that I trip over regularly so I'm not sure it's strictly a "woman" thing, in reality.