There’s fast travel in the game or what do you mean by walking to get to places?
The main character and partner do a slow walk across each portion of the map. As you hit an edge or doorway, the next section loads up, and you keep going. You have to direct him back and forth across the maps to do research, find information, question people. No fast travel, so you have to put up with the slow pace.
Having finished Disco Elysium I’m not really asking how the movement works - rather expressing my surprise about it appearing as slow.
The characters can run and getting across the whole map from one side to another takes like two minutes of real time. Then you have the aforementioned fast travel allowing you to momentarily move between the three major locations in the game.
Sure there’s a lot of exploration where you have to visit many places and talk to tons of people, but that’s kind of the point of a detective RPG.