Allow me to disagree (after all, you don't drive). Driving becomes subconscious after a short time, something most drivers can confirm, and the driving environment is actually less stimulating than walking. I would bet "subconscious walking" or "subconscious cycling" is a much less common thing, due to the larger number of distractions/unexpectedness.
Quick test: it's easier to concentrate for lengths of time listening to the radio when in the car than when walking.
Disagree with your Disagreeing. You don't want the act of driving to become subconscious, because that means you miss stuff like stop signs and pedestrians. I hate driving. Way too much to pay attention to (signs, lights, pedestrians, other drivers/cars, trying to remember directions). I know that if I start making it subconscious, I start speeding and missing information.
Quick test: it's easier to concentrate for lengths of time listening to the radio when in the car than when walking.