Essentially your heels are purposefully throwing you off balance, as a result you have to walk in a special way to retain balance by transferring the force of each step vertically up. Higher heels in particular take no prisoners, in the same way martial artists are trained to always be in the zone, because if you lapse for a moment you’ll get hurt, and the same applies for walking in heels, fall out of the zone and your shoes will punish you.
Couple of clear demonstrations of good technique. Heel first landing of the foot. Knees straight to transfer force up the body, spreading out the impact of each step. Hips swing forward to allow for straight leg, heel-toe movement.