Why do they say you should not wear white shoes after labor day?  

I guess so. I have always thought it was a dumb rule. I have also heard not not wear much white, period after labor day. But now you see celebs and all other sporting white winter wool coats, etc. I say if you like white, wear it any time of the year! Make your own rules!

You're not supposed to wear white anything after Labor Day. The reason why is that the light and seasons change cast a different look to white, and for lack of a better analogy, it looks like you're wearing shorts on Christmas. Sure, it may be 70 degrees outside on Christmas in San Diego, but it just looks tacky. Ivory is always a better option. However, as of last winter, celebrities were trying to bring white back past Septmeber with accessores. Consider a luxe white scarf, or a white hobo bag.

i guess no

There isn't a big deal to wear white shoes after labour day. IT used to be a fashion NO NO because it's considered tacky. But really, that rule has long died. You can wear anything you want, as long as the clothing itself (not the color) isn't cheesy/ tacky.
example of things that you actually shouldn't wear.
ie: polka dots and stripes together in one outfit
ie: linen pants in the winter time
ie: white socks with black pants and shoes