And, yes, high heels are about sex. They mimic the arched foot position common in arousal, and arch the lower back and hips into an arousal position.
Interesting. I didn't know that.
You know that advice about smiling to make yourself happy? Or taking a confident stance to feel more confident?
If that theory holds, high heels would make women feel slightly more aroused than usual ... that is, if they have come to associate that posture with arousal, not just with wearing high heels.
Could be an explanation for why autogynephiles like heels, though.
Probably more to do with the male gaze - though I don't really understand why men want women to appear sexually aroused when it is obvious that it is fake.
@Footle, if it helps, I noticed your post. 
High heels, in general, are a form of temporary, somewhat reversible footbinding. They render women unable to run, or to walk in difficult terrain. (Impacts on health are not as bad as footbinding, but also happen if the high heels are worn everyday)
Men really, really like it when women can't run away. Have women in practical shoes ever been considered attractive in any culture?