I've had a few providers that will have on heels when they climb up on the table to work on my back. It's a bit of surprise when you feel them nearing your scrotum. I prefer them to take their shoes off, along with most everything else, as soon as the massage starts.
I really detest the cloggy shoes that a couple of providers wear, they are too noisy and come across as a "Massage Parlor" stereotype.