It does sound a bit unnatural to me as a native speaker.
"Why not..." is somewhat, err, carefree in the asking. It, to me, implies that you don't have anything better to do.
I would consider the following alternatives, although of course each one changes the meaning of the question slightly:
"Why don't we walk ..." or "Why don't I walk ..." if you're in conversation with someone. This is more of a rhetorical question, though, and might expected to be answered.
"There's no reason to not walk to the ..." is a little lengthier, and is a statement instead of a question. However, this also makes the sentence totally unambiguous and "proper English". Similarly, you could just say, "I walk to the hall..." or some variation on that non-question form.
I would say that your current sentence would be totally fine for a semi-formal article, although if you post a bit of context I'd be happy to check how it fits.