Walking is healthy and often is a signal that you live in a walkable place. Living in walkable place (concept similar to lately popular 15-minute cities) is important from environment perspective.

But, for example, preferring walking to more energy efficient cycling means you need more calories => eat more => affect environment more.

Very often living healthy is at odds with being environment friendly. I do not say you should live unhealthy but lets not confuse those two things.