Generally this is just an excuse in my experience, because it is slightly more inconvenient.
You don't have to drink soy milk to be vegan, in fact you don't have to eat any soy at all if you don't want to.
Going vegan doesn't mean you have to suddenly throw away your leather shoes right away either, many people chose to wear them until they wear out and then take a little time to find non leather shoes that work for them, it took me a little time to find some I was happy with. I quite like:
www.alternativesoles.co.uk
http://www.bboheme.com/
http://www.vegetarian-shoes.co.uk/
There are sometimes good non leather shoes in shops if a person takes the time to look, especially womens shoes.
Why exactly can't she wear leather shoes?
Going vegan is not so much about giving things up as it is about not wanting to contribute to the exploitative industries, perhaps your sister needs to see more reasons to go vegan (sorry if I am "preaching to the converted").
I would recomend reading Vegan Freak: Being Vegan in a non vegan world by Bob and Jenna Torres, it has a great guide to going vegan, the reasons why and it is a good read.
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