You can get clipless shoes that are more walkable, like the Chromes and DZRs, but the more flexible sole (better for walking) might lead to hotspots when using a smaller pedal like eggbeaters. I use Shimano SPDs like the ones you linked to with Mavic mountain bike shoes. The shoes are comfortable enough to walk around in a bit, definitely fine for sitting in a bar or restaurant for a couple of hours, but the sole is a bit stiffer than more casual-looking bike shoes.

The pedals you linked to should have a tension adjustment screw on them. Perhaps this is cranked up too high on the left side leading to your issues clipping out?