...Okay, I think I got it. I could see Dinah was teasing Diana somehow, but it's finals week and I was a bit too low on sleep to independently connect up "lasso gets the criminals, hot legs could sort of kind of metaphorically be said to get the criminals, heels may theoretically make the legs hotter, thus lasso=heels."

Yeah, I can't buy heels on most non-flying heroes anyway, and it's plain overkill on Dinah- she's already got on fishnets and leather and a total lack of pants, she doesn't need kink boots. It's not like taking the heels off is going to make the rest of the outfit any less distracting.