As Alexandre said, this seems to be the norm in Canada. We’ve exported the practice to Brazil while living there and got mixed reactions. Our friends quickly learned about the house rules and some have also adopted them at their places. For a couple of parties we did mention it on the invitation, so as not to embarrass someone with holes on their socks, and people generally appreciated.
Where we got the most negative reactions was from service providers — I think some of them are actually required to keep their boots on. We solved that with those shoe covers you usually see at hospitals. Left a box of them by the door and told everyone they could either take their shoes off or cover them up. That, and saying it was because the baby kept licking the floor, usually won as some sympathy.