As I recall Holmes did in fact do a lot of walking. He vacillated between periods of inactivity(cocaine, violin, shooting V in wall with a revolver) and intense activity (taking up disguises and doing various physical activities including walking all across London and elsewhere.
Just because your logical mind says one thing is good to do and you know you should do it you are not going to always obey your rider, the inertia of the elephant takes over.
So you need a trigger to snap out of it, for Holmes it was a new case.
> and intense activity
AFAIR those had a specific purpose (chasing a perp, tracking down evidence, etc.). Most of his thinking he did sitting in a chair and smoking his pipe for hours on end (sometimes the whole night).
No they are not. He plays violin and shoots a gun inside his house for fun.