Unlike in real life, the base speed for your character in video games is usually running. Movement in most action-adventures are a means to getting from a place where something happens to another place where another thing happens. The act of traversing itself usually doesn't mean much in gameplay perspective, and therefore it's only natural that character run by default to minimize the down time. At its worst, some games have mandatory walking sections for a forced cinematic effect, which is often criticized for misuse and overuse.

But there are games that makes me want to walk, instead of run. There are few ways that makes me want to do that.
First is the animation quality. Some games just have a great walking animation, usually made specific for non-battle situations.
Second is the immersive aspect. Running everywhere is, in the end, immersion breaking in games that try to emulate real life.
Third is the sight-seeing. Some games have you travel in places that makes you want to slow down and take in the scenary.