No, because then I'd have leg with a shoe on, and the other without. It would look strange.

But, I once got a swimming leg, but they've never figured out how to do it properly. So the problem is that it either floats or sinks. The leg I had sank. It filled up with water and then when you got out, the water would 'pee' through three holes in the back of the leg. It wasn't the way you wanted to impress the ladies.