I can think about anything when I drive a car. Walking exercises your muscles, so it's preferable way of transportation because of health, but not because of thinking, IMO.
Thinking consciously and explicitly about a skill like driving (or hitting a tennis ball) is a good way to screw it up. Obviously you have to be aware of your surroundings. But if you're thinking about when or how to press the pedals or how far to turn the steering wheel, you're doing it wrong.
Yeah, OK, I could have used some phrase like "directing your main attention to" in stead of "thinking".
I used them as synonyms because I assumed the GP meant "thinking" as in thinking with concentration about some specific issue(s), which tends to divert your attention from your surroundings far more than the idle stream-of-consciousness / daydreams we all have going in the back of our heads all the time. Didn't you?
Should probably have said "When you're driving, the rest of the world would prefer you to concentrate on your driving and your surroundings, traffic, pedestrians etc. Deep actual thinking is far better done while walking than while driving."
But that wouldn't have made for a snappy turn-his-own-words-against-him comeback. :-)