I wonder if sociologists have ever studied this facet of human sexuality - the turn on for most guys when a girl keeps her shoes on during sex.
I am a total shoe fanatic...verging on a fetish. I admit that I don't have a problem whatsoever with keeping them on during sex.
On or off is fine as fine can be. Bed has its own merits. I love a great pair of shoes, and so does he. They can be a big part of sex - but not always in the actual bed. Other times they even dominate the bedroom play, so to speak.
Technically, shoes are extremely unhygenic and have no place in the same place where you will be placing your exposed nethers.
Those are the places I often like them the most! Being raked with sharp heels during a solid fuck session is another one probably not recommended by the NHS, but.