As a gross generalization, of course. But the top three most walkable big cities in the U.S. are San Francisco, Boston, and New York, which are also the three most liberal big cities in the U.S. Phoenix, Houston, and Dallas are three of the four least walkable cities in the U.S.
Why? I would say that American conservatism has a lot to do with the fantasy succeeding by your own efforts and isolating yourself from the bad things in the world, preferably in a gated suburban community; whereas liberals prefer to imagine themselves immersed in tight-knit communities, looking out for each other and making important decisions as a group. Hence conservatives migrate to the sprawling suburbs, while liberals move to Brooklyn or Takoma Park.