In terms of energy conservation a human being is more similar to a car with lots of internal frictions than an ideal rolling body. As the wheels and gears grind along eachother energy is inevitably converted into heat and the combustion engine itself will keep running even if it is disconnected from wheels burning fuel even when standing still. The frictions of your joints and inside your muscles are just as real although not really the most signifi
When it comes to walking there still is some gravitational work involved as the knee moved up and down and whatever kinetic energy in the leg is gained as it "falls back to the ground" will be turned into heat upon impact with the ground. That said walking on a flat plane involves less of this kind of work than going up some stairs or running where you bob up and down more and all things considered walking is still not very tireing.
Howevert he sensation of becoming tired due to physical stress (muscular fatigue) has more to do with the chemistry of how our muscles produce work than the total amount. After all if running out of energy was what made you tired chugging sugar water while running should help you a lot more than it demonstrably does. Rather the issue is waste products of the chemical reactions (the "exhausts") build up faster than the body can move them out of the tissues, causing damage or inhibiting the reactions. Along with simple friction damage at the joints the body eventually reacts by producing tiredness or a pain response to stop you from continuing. The more work produced the faster this happens but it takes longer if your body is more capable of moving compounds in and out of the tissues or if you have become desensitized to the pain response.
Muscles are also mechanically peculiar in that they can require a lot of energy to maintain static poses. Holding up your arms out to your side and completely still requires no mechanical work and a locked metal beam could do this forever but we quickly get tired. As you walk your muscles also transitions through states which might be statically draining but this is less of an issue than in some other situations.
Generally the human body is not very instructive when trying to understand physics even though it obeys the same principles.