i remember seeing an episode where he does his jaunty little toss-one-shoe-into-other-hand... and HE DROPPED IT. Loss of motor skills? I concur on the tranqs.
It could be a result of all the tranquilizers they pumped into him before turning on the camera. I know if _I_ was that high, "outside shoes" would be the last thing on my mind.
Sometimes, just before going back out at the end of the show, Mr. Rogers would take off his inside shoes and not put his outside shoes on. Think about it, people... barefoot Mr. Rogers. Scary stuff.