Interesting. I always find it very strange when people don’t like the same things as me.
No accounting for taste ...
I should add that some of my favorite walking cities in Spain are jewels like Toledo, Sevilla, parts of Córdoba and Granada, because they preserve so much of the medieval character of the streets. It can be tough sometimes to maneuver between cars, but there’s always a lot to involve the eye, down at human level.
Re. the Paseo in Madrid, I’m not saying it’s ugly, but given a choice, I’d prefer to walk on a street where I can look in windows, shops, cafés, etc. rather than a large plaza with x lanes of traffic.