I don't find the phrasing unusual, at least for American English. But since the question has been neither closed nor answered, allow me to synthesize the comments.
Saying in burgundy and in silver without an article indicates that the speaker has a particular conception of what colors those names represent. But color names can be vague— Wikipedia says all of these are shades of red
— and thus red is inadequate to describe fashion goods in a consumer society. It's one of the reasons why industry has developed standardized color systems like Pantone, TruMatch, and RAL.
On the flip side, specific color names can also confound because they are chosen for marketing or artistic purposes and not for accuracy or clarity. At this writing, J.Crew will sell you a shirt in river valley, Vineyard Vines one in summer evening, and Zara in one nude— all rather ambiguous (or, perhaps Zara needs to take a lesson from Crayola from half a century ago). Thus, it is natural for an experienced consumer to ask whether something is available in a silver, indicating an understanding that there are many possible tones, hues, tints, or shades that could be called silver. The shoe might even be available in more than one silver, perhaps wintry stone on one hand and city platinum on the other.
In the burgundy in contrast suggests that there is a reference burgundy understood by both the shopper and the clerk, perhaps one seen on display, or known to be offered by this particular manufacturer. Perhaps burgundy is used for a narrower range of options than silver is. But then, nothing should be more unambiguous than white, yet all kinds of whites are offered.
I read the difference between asking for something in instead of with a desired slimmer heel as a very slight one: asking whether the shoe is available in an alternative form or expression that contains the feature, as opposed to whether a single instance of the shoe can have that particular feature. I don't think most people would perceive the nuance, but the phrasing is unremarkable in a culture where product trim levels are very familiar, and you're accustomed to asking if something is available in a certain style, size, or other option set.