I understand it to be the difference between which and which one. I.e. which cat and which one (implied cat). Obviously the implied cat there should be within context! The cat - which one. Not just which one of anything.
Because the translation asks for "Which shoes." Lesquelles is more like, "Which one" whereas "Quelles" is just more like, "Which." In this scenario it's "Which shoes" and there are no other shoe options, so it's just "Quelles."