The thing about walking is that it requires a lot of animation compared to what it did earlier.
In HGSS, all they needed for walking Pokémon was three sprites with two frames of animation for every Pokémon (Walking up, walking down, walking sideways, that last one can be mirrored). It involved very little data, and a rather minimal amount of spriting.
Now, however, with fancy perspectives and 3D models and whatnot, a flat two-frame sprite would look really out of place. You'd have to create a walking animation for every 3D model, of which there are a good 800 or so (a number which keeps growing for every game). A lot of data to store, nevermind a lot of animation work. Unless GameFreak wants to invest significantly in walking Pokémon, we won't see it for a while.