I don't think they are contractually obliged to wear heels as such but I expect there's is a strict quota system to ensure they are showcasing the clothes, shoes and accessories from their sponsors such as I Saw It First.
It's obvious on some evenings that they have been given a job lot of earrings or shoes and told to wear them that night. Perhaps last night was an uncomfortable heels night as Mary was also complaining about her feet hurting!
I see that WKD are also a sponsor this year which explains Faye's random mention of this as her favourite drink earlier this week!