Navigation is thought to be central to the evolution of our cognition as it is both complex and essential for survival and propagation, hence the "the method of loci" as a memory tactic. Walking was the primary or possibly only time when navigation was important for most early people..

Does there have to be? Doesn't evolution produce a lot of things which are side-effects not goals?

Evolution doesn't care as long as you reach reproductive age and carry out that task properly.