The shoe belongs to a troll princess. They aren't ugly, like most would believe. Damn those Grimm brothers and their lying, manwhoring ways. Trolls do however pick a bridge to visit in hopes of finding their mate (assuming its another troll). Once he discovered the stiletto, he knew he had to find the woman it belonged to, curiosity being a major personality trait of cat shifters. Taking a whiff of the shoe, "hmm, troll, delicious troll".
Now finding a troll might sound easy, after all they are taller and bulkier than humans, however Las Vegas is the home to all sorts of paranormals. "What happens in Vegas, stays in Vegas" isn't just a fun vacation line, its the law that keeps paras safe from their human counterparts. Learning to blend in is a must for paras, even in a "safe" place like Las Vegas.