I wear Sidi road shoes on my road bike. I have no problem doing the short amount of walking needed, like into a store to get a sandwich or into a porta-potty. I use cleat covers even if I am off the bike for a minute.
I have spd pedals on my flat bar road bike. I have Sidi mountain bike shoes for that bike, as well as a pair of Keen cycling sandals, and the Gore X-Alps winter cycling boots. Frankly, riding in both the sandals and the boots feel weird and uncomfortable for different reasons. I wear the sandals when i am doing errands on warm days, wearing a skort, or going swimming at the pond. But, the back of the sandal hits my pannier.
I like my cycling shoes for riding, I guess. Most of it comes down to the fact that I don't like change!