Making walking illegal is how you create the car-first culture that we now know the downsides of.
Not everyone agrees that car-first design is a problem.
Not everyone who smokes cigarettes agrees that they are a problem
Amen!
Even without car first culture, you're going to have big roadways meeting at some points, and it doesn't seem particularly smart to have pedestrians mixed in with that.
We have an intersection like this just south of Santa Fe, where NM14 intersects I25.
NM14 is not a highway.
But you may want to walk across the highway which is almost always allowed.
It's completely legal to walk on the side of one of these two highways (US-15, a.k.a James Madison Highway) there's even an asphalt MUP for just such a purpose.