It's just a lot more walkable here. In Pamplona I could walk out my front door and be blasted with the fact that I was in a medieval walled city with cobbled streets and narrow alleyways. Any direction I went had some guaranteed Cool Stuff to pass by and probably would end me up perched on some 600 year old military fortification looking out over the farms.
Contrast that to living in a typical LA suburb with no sidewalks and nothing to see apart from apartment complexes and possibly a Starbucks if you press on far enough. It sorta sucks the fun out of the experience.
I've definitely done my share of walking in the 'states too, but then I've made a point of living in some pretty walkable places. NW Portland and Venice spring to mind as places I spent a ton of time simply wandering around.
Other places I've lived... San Gabriel, Tigard, Gresham... Not much walking.
I think maybe it has more to do with where you are than who you are.