Tough question because, at first glance, the sentences seem seem synonymous. However, I see 3 different aspects to consider here.
1. Are they on a walk already and one walks ahead of the other sort of ignoring him/her?
2. If not out on a walk, is it a normal or pre-planned routine and the speaker is asking about a change in the routine?
3. If not out on a walk already AND walking together is not a normal or previously planned thing, then the second question might be an inquiry about the mood of the other person rather than being about the walk itself
When spoken, differing emphasis in either sentence could clarify what the speaker is actually asking about.
With no more information than the 2 questions written here, it's hard to say one is definitely worded better than the other.