I can't imagine using road shoes for my gravel rides. I dont walk often since I ride gravel roads, but the little I do walk would be super annoying in road shoes.
I just don't see a benefit.
SPD connection plus MTB shoe is plenty stiff and comfortable for me and is certainly not what is holding me back from being a faster rider.
There are some gravel specific shoes that don't have the front toe lugs. Thats an interesting design...and basically what my shoes are since I don't install the toe lugs.