It's our evolutionary background.
Land animals first evolved intelligence when we emerged from the cloudy, murky sea and developed the ability to see shapes (predators, prey) really far into the distance. This required the ability to understand the future and perform spatial reasoning. Not all fish species were exposed to such pressures (opportunities), since line of sight vision (especially traveling at speed) is limited.
We got really smart when we became endurance hunters and out-walked and out-ran our prey. Bipedal locomotion and sweating were clutch advantages for sure, but our brains became especially attuned to multi-tasking when walking and running. We could see our prey far into the distance and could plan hours in advance for how to exhaust and corner it. Especially as a group activity. This engaged spatial, temporal, collaborative, and complex reasoning.
We didn't evolve to think at a desk. We evolved to think because it greatly enhanced our hunting skills and survival fitness.
When you walk or run, you're directly engaging machinery that was fine tuned over hundreds of thousands of years.