I, also, have been "The Pedestrian," and, arguably, still am. Back in high school ('69 - '73 for me), friends would say, "What do you want to do?" and I'd say, "Let's go for a walk." This was a bit strange to them, but many would accomodate it. The walks turned out to be great times to talk about girls, the war (Vietnam), what constitutes a just war, societal changes, the nature of churches verses religion, verses spirituality, eastern philosophy/religion, girls, the beach, music, the Beatles and Beach Boys, Thoreau and Emerson, Ray Bradbury, girls, Science Fiction and literature in general, the Jesus freaks, etc. These times--in the intense foment of the 60's (which, in my view, ended in 1974--the end of the Vietnam War and Nixon's resignation) made long walks the perfect forum for discussing life and the many changes going on in society.
I got to know my wife taking long, long walks and talking about everything: literature, marriage, single parenthood (we had both been through divorces and had kids), religion, politics, life, philosophy, etc. It was great. Neither of our kids believed we were actually walking that whole time. Speculation was rampant!

)We still like to go out, walk, hold hands, and either talk or just "be" together.
I had the same experience on my walks Bradbury describes in "The Pedestrian"--seeing the glow of television through the windows and realize that this was a focus of many lives--this sitting and passively watching pseudo-lives on a wall or in a box while real life ticked on. (Don't mean to sound judgmental...my kids have gotten me addicted to watching "24".)
"And on his way he could see the cottages and homes with thier dark windows, and it was not unequal to walking through a graveyard where only the faintest glimmers of firefly light appeared in flickers behind the windows. Sudden gray phantoms seemed to manifest upon inner room walls where a curtain was still undrawn against the night, or there were whisperings and murmers where a window in a tomblike building was still open" (The Pedestrian)
After the pedestrian is taken into the police car, the story ends:
"The car moved down the EMPTY riverbed streets and off away, leaving the EMPTY streets with the EMPTY sidewalks, and no sound and no motion all the rest of the chill November night." (capitalization added.)
This emptiness comes from a lack of individuality developed in active reflection. lives based on passive observance seems less alive than those based on what Thoreau called "The Wild".
In Thoreau's great essay "Walking" he lays out how important it is that man walk, and defines what he means by that walking. Whether or not Ray ever read this essay, I don't know, but "The Pedestrian" seems to cover similar ground, and I think that anyone who wants a full understanding of "The Pedestrian" should carefully read Henry Thoreau's "Walking".
"I think that I cannont preserve my health and spirits, unless I spend four hours a day at least--and it is commonly more than that--sauntering through the woods and over the hills and fields, absolutely free from all worldy engagements." (--Henry David Thoreau, "Walking")
In this opening paragraph he compares the walk to "sauntering" of the middle ages, and suggests that walking evokes a kind of freedom of restraints--not having a particular home, but being home everywhere. I have found that some of my best thinking occurs while walking (or, for me bicycle riding, also). It is alone time where you are able to reflect while moving.
Anyway, as Phil says, I have been in the shoes of the Pedestrian many, many times, and hope to continue that tradition.