Michael and Curtis
I know that your replies are intended to be helpful. Thanks!
But my aim in posting this was to draw attention to the fact that this api, walk(), did not appear to be working, or that my understanding of it was mistaken. And, in the former case, to have it posted as a bug.
I am certainly aware of other ways to descend a file structure. The advantage of walk(), as you know, is that when it hits a subfolder which happens to be a file geodatabase it knows what to do, whereas native python methods do not.
Joshua Bixby has confirmed that it is a bug and I believe has filed it as such. Thanks! By posting it I hoped to prevent others from spending time and energy, as did I, on trying to use something which didn't work.