I would fear that the therapists focus on me would be diminished. I expect a therapist to be really tuned in and responsive to my emotional state as shown by my body language, tone of my voice etc, and I would fear that that their focus would be less if they were walking. I think I’d find their movements distracting too and I think this would affect how ‘present’ I was in the session. I need moments of stillness in the session too. I would say no.