What does "wear shoes" mean in this idiom?

I'm almost 100 percent sure the meaning has to do with formality. Quick answer: it means the assets weren't restricted or hindered like the others were.

First, the literal aspect:
Wearing shoes in the formal business world is something you're expected to do. It's how you're following the dress code and you're staying inline with everyone else.

Now for the metaphorical stuff:
After the idiom, the quote says as such meaning that because of the idiom, something is happening. So because they didn't wear shoes, they offered higher margins than they usually would.

Putting these together, the assets didnt wear shoes and were therefore breaking the standard code and were able to provide more than usual. They weren't held back by anything.