The third sentence is a complaint with the word "always" and so the examiner wanted to prompt the student to remember the usage of the present continuous in this situation. I would say that the present continuous is used when there is exaggeration and feelings of annoyance and/or frustration. If it's actually true that he always walks ahead, then you can use the present simple, and even emphasise it with "do" ("and he does always walk...")
If you say "I am doing my best", it suggests that the situation is temporary ("I am doing my best for now, but who knows how long I will last"), whereas "I do my best" indicates a situation which is more generally true ("I generally do my best).