I never completely understood why women did that to themselves (high heels). I get that they're part of 'expected business attire'. As a New Englander, you'll know that women here do not commute in heels. A friend of mine was recently an extra in a film shooting in Boston. She showed up in business attire but w Reeboks. Director objected - until folks that knew straightened him out. They then reshot multiple scenes w all women in more typical Boston commute-wear (sneakers/flats).
Personally, I'd take walking in the cold barefoot over high heels.