I assumed that the rule was in place to stop people from bringing in dirt and germs from their outside shoes which would then be transferred onto the clean feet of swimmers who had finished their swim and used the showers. I've seen people leaving muddy footprints on many occasions and really don't want to have to pick my way round other people's dirt when I'm either walking to the pool from the changing room or on my way out after a shower. If the management are happy for people to tramp dirt into the changing area, I don't see why they bother to have the signs up.