Not sure how it's nowadays, however during the cold war, those serving in Soviet submarines often wore slippers to avoid making any loud noises so their counterpart won't pick it up with their equipment.
In general, underwater sound attenuates more quickly as you increase its frequency. Foot-fall thumping has a pretty strong low-frequency component. It's also repetitious, which (I'm guessing but don't know for sure) probably makes it easier for a sonar operator to notice.
I love that movie so much...
A thump can be a pulse of high frequency sound.
Source: I've used a treadmill on a submarine.