Walk Designer creates a key frame for every rotation in every element of the figure for every frame.  lol.  I don't think it creates keys for morphs though.  Anyway, it creates a mountain of key frames.  I know of two ways to deal with it.  One is what you already did:  delete keys as needed.  The other option that I started doing a long time ago is to ditch walk designer altogether and just create the walk cycle manually.  It only requires the creation of two poses which you will then mirror.  The pose dots come in handy for this process.  Creating walk cycles manually also makes it easier to add ambient motion without all those other keys gunking up the works.  I've animated a lot in Poser but never used animation layers much.  There might be a solution there as well.  I don't know.

edit -- fiddling around with walk designer now and can't seam to recreate your issue.  Maybe I'm misunderstanding?