The only reason I could see for them saying anything (and it should be a simple explanation - not a rant/whinge) that not wearing shoes could possibly increase the risk of picking up or spreading a fungal infection if you had one, so for the benefit of peoples health & safety could you please wear shoes. - Although! I never seem them going off at people sweating all over equipment and not wiping it down... double standards much?
I know some places that will let you wear socks, but not barefoot. But they should I guess have signs etc, but I'd be more worries about picking up something in the change rooms, than the gym floor.