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If you buy the shoes, you're not paying for anything but the shoes
Not really - you are paying a tiny fraction of their opperating costs and a significant chunk of the staff member's wage for that day, in the margin you pay on the trade price. But you know all this.
Do they also do the heat-moulding thing? If so I'd just resign myself to the weirdness and go for it. It's good to know you aren't going to be left to mess it up at home.
If you buy the shoes, you're not paying for anything but the shoes - but it's the whole taking deposit thing that obliges you to buy the shoes, or at least semi-awkwardly-British-shopper obliges you.