The high-heel are great. In them are high-tech nanites which give perfect balance and support. She also used them for difficult aerobatic jumps, dodging, and wall-climbing. Plus, she can use them for the "Dance of Death" fighting-style she learned while she being raised by her famous ex-assassin Grandmother.
Haha XD indeed. I have always found it absolutely ridiculous when they're running around in high heels, looks awkward. But I felt it worked with the 90ish design on this one, for a touch of "makes no sense" in the design. Well, that is the entire feeling of the design I reckon haha.