A lot of places frown on anything that doesn't look "normal" as far as footwear, meaning bare feet, socks, and Vibrams are out. Solution: wrestling shoes or motorsports-style shoes. Thin, pliable soles will still being close-toed
I've also seen the signs saying "put your weights back," and those never work, so I used to point that out anytime I got grief for my (lack of) footwear. After all, leaving weights unracked is more dangerous to other people than minimal/no footwear (not going to save you from a weight that you yourself probably dropped anyway, no one else involved).