For me, they're also a great opportunity to switch off from work, which I find hard to do elsewhere. If I were to go into a world of my own, I'd find my mind filled with work problems very quickly. This is why I don't do holidays where I lay around all day - I might as well be in front of my computer, because I find myself working just as hard! So, on walks, keeping my mind filled with ways to play with the dogs is a good escape from that.
When I go walking its just me and my dogs. Nothing but the them and me, no noise, maybe just the birds. Its the way I like it.