You don't have to bring them "out on the town" for the heels to come out. I sometimes see women wearing them in places like the supermarket or the mall. First date drinks for me are usually done at a local place. Nothing special. But the heels still come out in varying degrees.
I have somewhat of a fetish for women's shoes. Nothing crazy, but enough that I often request they leave their shoes on during sex. It's something I pay close attention to, and one of the first things I notice when checking a woman out.
If you don't think the height of a woman's heel is an extension of how sexy she feels or wants to appear, you're not paying attention.
I often date conservative women from upscale neighborhoods who vote republican and worry nothing more than about looking like a slut to their neighbors, which is a rumor mill type of situation these women like to avoid like the plague. Even these women will still wear pretty high heels out on a date with a man they are very attracted to, even if the date is at a local Irish pub.
I went out with a woman like this a month ago and she showed up wearing these:
On our second date, she showed up in these:
We're going out to dinner locally and going back to her place early for some all night one on one. She knows my shoe fetish and specifically went out to buy something to "surprise me" with. I will bet my balls those heels will be the highest I've seen her in yet.
As
@MoreThanSmooth said, they dress to the extent they are attracted to your persona, but you still have to close the deal. If you have women showing up in sneakers or flat sole shoes to a first date, you're not flirting enough with them.
Are you one of those 3 texts max, set up the date and then disappear until the date kind of guys? Probably has a lot to do with why you see sneakers and flat soles more often on those first dates.