Speaking specifically on the caligae: The scutum protected most of your body. The chance of getting stabbed in the foot was, well, slim. The reason they wore caligae? They were really grippy! Due to the construction of them (lots of nails and the like) they tended to keep you stable even on rough ground.

As an interesting side note, the term Achilles Heel specifically comes from when the hero Achilles, from the Iliad, was struck in the heel by and arrow and killed.