I do use mountain pedals on my road bike.
My first road bike (before my mountain bike days) I used Look pedals and of course road shoes. Very dangerous to walk in off the bike. They would slip on anything, he!! I bet the would even have slipped on a rubber running track.
Enter my mountain bike, wanted to stay clipless. Shimano 520's Scott shoes. I could actually walk off the bike.
When I bought my new road bike this year I knew I wanted to be able to walk when I was not on the bike so I went with the 520's again. And I need new shoes so I got some Sidi Dominators, great shoes.
Here is a hint too, never try something you think is above your budget (the Sidi's) because once you feel how nice it is, you will justify buying whateverit is.