Because English doesn't write it that way. It's "Who has yellow shoes?" even if you expect that answer might be more than one person.
Perhaps a closer translation could be "Who of them has yellow shoes".
If not, I'll be grateful if someone could rightly translate my proposed version in Hungarian.
"Who of them" may be closer, but it still sounds like you're looking for one owner among multiple people, but the Hungarian sentence asks about multiple owners. And it might be more probable to ask "Who of you" anyway, wanting to know who/how many of a group of people have yellow shoes. I don't think that there's a very satisfying translation for kik in English.
For the Hungarian translation I'll guess wildly and say you could express it with "Közülük kinek van sárga cipője?", the first word meaning "from among them".
It's not especially formal, but it's not at all uncommon...
I've never heard that before. I initially thought you were making a joke!