Sometimes I walk to think, though usually it's more mental mumbling than anything focused. I do think my daily walk is good for my mental health. I feel the difference if I go without one for very long.

If you are a busy/frantic person, walking isn't a very intense way of exercising, and doesn't translate to an achievement game as easily as running, lifting weights, etc. If you don't have a nice area to walk in, I can see not ever really understanding the appeal. I would probably still walk now if I moved to a metro area, but I might not have picked up the habit in the first place.