I think he wanted his shoes because it looks more dignified for a grown man to walk with shoes on his feet, not in stocking feet - like he reacted out of habit of wanting shoes to be fully dressed in public.
And, I expect he was in shock, and sometimes people do goofy things when in shock. The world was watching to make sure he was okay and nobody cared about his shoes - but in the moment of shock, it mattered to him.
I don't think there is anything mysterious happening with the shoes other than they got knocked off when SS pushed him down and he wanted them back on.
jmo