I don't know about you but when I walk on the beach I'm not really going anywhere; just walking for walking sake. Maybe I pick a point at the turn of the coast or a pier off in the distance, but really, it's just something to satisfy my sense of progress while the rest of my thoughts are allowed a little down time. Going nowhere in particular is good.
Sometimes I'll take a drive for the same reason, just put a destination in the ol' noggin and drive on autopilot. Not that I'm not aware and alert, just that I'm away from the normal routine and it allows my neurons to take different pathways for a bit. Simple enough.
I used to work in a bank building in the mid-west. It had no windows and after staring at the computer for hours. my friend Don and I would go for a walk. We weren't going anywhere in particular, just out for change of scenery, a temporary redirection of the neural pathways. I think that many important things we conceive in our minds occur when we let our thoughts run free. There's some truth in it. If we keep our thoughts in the same pattern for too long it can be unhealthy. So I walk to think about things and go nowhere in particular.