Why do movie characters nearly always keep their outdoor shoes on when they lie down on a bed or recline on a couch?

I have never noticed.  I will be looking for it in the next movie.

I have noticed those, too. And many other things. It is one of my hobbies; even my wife is becoming good at it. I even caught a mistake on the TV show Jeopardy. 

One I recall common in films and imported American TV dramas, may well now be "obsolete" as we will see:

Scene: an ordinary domestic room, possibly the lounge but more often a bedroom, occupied by only one character - usually female. There is a telephone on a table in one corner.

Action: Telephone rings. Character strides across room, picks us handset in one hand and rest of the 'phone in the other.

Starts the conversation (with suitably exaggerated facial expressions), whilst walking around the room.

Flings herself across the bed or settee and writhes about in apparent shock / horror / despair / love / anger / amusement / bafflement [delete as necessary] at what she is being told - with both hands still holding the telephone, and without once dropping either part, or tripping over the absurdly long lead, tangling it round the furniture or dog's neck, or pulling it from its socket. 

Nor - you remind us -  taking her shoes off.

Perhaps making the actors or actresses take off their shoes would waste time without adding to the plot.  I think the only time I've seen actors or actresses take off their shoes in a house is before they step into water on the floor.