Because though you try, you're not feeling the actual weight of your body being pulled back during a running accelleration. Meaning if your brain cant sense the extra Gs, you'll never "feel" like you're running in the dream. But since there is nearly no acceleration for a slow walk, your brain can ewsily imagine walking. you can also try flying to get around. To achieve this you basically "jump" across a long span of space. Funny thing is not feeling body weight acceleration in a dream probably explains why you can't punch in a dream either.