Nobody should try to walk in Speedplays without wearing cleat covers. I thought they came with the cleats, but apparently my DH "knew" to buy them when I got mine, several years ago. Without them, you really run the risk of getting even a teeny bit of dirt in the cleats and then the easy in and out of the cleats is totally gone. I also lube them with a very small amount of White Lightning every week. Sometimes my left cleat is a little finicky, as that's the one I always unclip from. But usually, when that happens, it's time to lube. I'm kind of hard on my cleats, too, for some reason.
I got these cool looking foldable slip ons to wear during a lunch stop or when touring, if I want to really walk around. They are made for camping and cycling, and easily fit into DH's Carradice bag. We used them when we went to Spain. But, on a regular ride, where I am just stopping for lunch or coffee, I don't have any problem walking in my Speedplays, as long as the covers are on. Sure, it's awkward, but it won't kill you. I have campus pedals on my hybrid and my knees hurt every time I use the spds, although I started with them on my first road bike. I am thinking of getting Frogs, since I never ride on the flat pedal side of the campus pedals.