I would guess yes, absolutely yes.
Cool, did you see some hints about them in the xml?
This will ofcourse mean that there could be monster groups you cannot get away from it you go one step too far into the wild. I dont mind
Yup, it would also nicely work in the Wildlands if every stack of monsters on them had *walk ability, they would zero in on intruders really fast. 
Generally speaking, adding those abilities would offer:
- more anti-turtling options(that mountain won't seem so safe if your enemy has mountainwalk )
- more sneak attack options(unleash a fast unit with forestwalk to reap havoc on forest realm resources)
- faster world exploration(get a couple of heroes with *walk abilites, give them horses and telescopes and send them to the edge of the world )
- world would be more dynamic, less safe
- terrain would be more strategically valuable(only your race has desertwalk, so build that city deep in desert and let them snail )
Now thinking about it, wouldn't it be nice to have extremely dangerous terrains that slowly damage your units if they don't have *walk abilities?
Example: Desert terrain, natives go unharmed, the rest suffer if they don't have air condition
Now thinking about it some more, wouldn't it be nice to have special terrains that affect tactical combat ?
Example: Lava terrain, fire damage is doubled, ice damage is halved
