Paul refers to a way of life or conduct as our walk. He instructs Christians to conduct their lives with certain qualities or attributes, not a one time action, but a lifestyle.
Where do leaders walk? What do they think about as they walk?
Walking characterizes the whole of our leadership. Leadership is a way of life demonstrated by our conduct lived before others in a way that influences the direction of others, eternally.
When we are told to go for a walk, maybe we need to consider changing our conduct of life to lead as God wants us to lead.