At a guess, that's because the shoes keep track of your cadence. GPS in your watch or phone is tracking where you are and at what time so that they can get a velocity, your watch is monitoring your heart rate, (badly; a chest strap is more accurate), but you really need something in your shoes to detect cadence. My HR monitor supposedly tracks cadence, but it's not very accurate.

On a bicycle, cadence is usually tracked by a magnet attached to your crank arm, with a sensor on the chainstay detecting how frequently the magnet passes by.