There are a number of logical reasons that our feminine personas prefer high heels:
1) they strongly assist in changing our gait. It's hard to "walk like a lumberjack" in 5 inch heels!
2) they assist in changing our body language, slowing us down and forcing improved posture.
3) those of us who alternate between our gendered selves find heels to be an assist in the transition process between gender presentations, see above.
4) heels are not (currently) 'male' fashion items so help to separate our personas
There are many other issues that have already bern mentioned that are emotional links through the wearing of high heels that are unique to each of us. For me, the added benefit is that they help to align my back (wild, huh?) so I wear a pair every morning for a short while.