Actually if you want to bring up origins. High heels were not gender specific. They used to be more of a class symbol then a feminine symbol. even today mens shoes sometimes have heels.
As for why, well it is a different world with different rules. we don't know if there is some lore specific detail that says "High heeled shoes are made with balance enchantments to make them as practical as flat footwear"
Personally I would find it awesome if you could give male character female clothing. Look at it from the saints row perspective. who cares how the character dresses or even looks, as long as the character is a "Strong" character. Saints row 2-4 doesn't care if you play a woman, a man, a Drag queen. the character remains the same throughout.
Fable is the same. My first playthrough of 3 was a female character, the second was male and I made said male a Princess. He would walk up to his throne the same way he would approach his enemies. In heels and a dress and an air of authority and confidence.
