Would love to hear more on this topic!  I've had my eMTB for about a year, (Shimano Steps E5000 motor) and I cannot even figure out what "Walk" mode even means. I provisionally decided it's only for bikes with automatic transmission, but that's just a wild guess and is likely totally wrong.  All I know is that I do have a "Walk" mode, but it never does anything and I don't understand how it would even work.  It's a torque sensing mid-drive.  It freewheels when I walk it.  How would the motor know to engage without pressure to the pedals?  There's something I'm missing.