Well, technically, the reason they can't morph shoes was presumed to be because shoes aren't skintight, right? Since those shoes are skintight, they might have at least a better shot at morphing with them on. In theory, anyway.
On the other hand, though, could they even morph socks? I seem to remember them always noting that they were barefoot, and I would think that if socks were morphable, they would wear socks. And if socks aren't morphable, then those shoes probably aren't either.
However, I think the real reason they don't morph with those shoes is because, well, even as horrible a fashion statement as spandex is . . . spandex is at least still socially acceptable in certain very limited circumstances.