Short update, I figured out the culprit:
The reason the shoes are not removed is that the respective CAS parts (yfShoes_Nude, ymShoes_Nude and cuShoes_Nude) are missing a certain flag - the "ShowInUI” flag - that the Styled Looks seem to have as a requirement. Setting this flag makes the Styled Looks recognize and apply the items as expected. I noticed the same issue with some other outfit items I had used for my custom SL (outfit items that need to be unlocked in CAS).
I don't know which game update is behind this and what was changed exactly (I think now it must be one in 2022, werewolf patch or earlier, based on the time I noticed same thing happening with unlockable CAS items in my custom looks). The update might not have touched the CAS items directly but maybe changed something about the way SL work. It also makes sense to me that certain items would not have the "ShowInUI” flag but it's curious that SL seem to require it. In particular, since this also affects the functionality of EAs looks.
I don't have much hope that this will ever be fixed. But it would be nice. My only option right now is overriding the CAS parts adding the missing flag. This unfortunately marks all sims with the CC flag though, which is suboptimal.
Update: Same issue seems to occur with the topless CAS parts for male sims.
