Could be lots of reasons. They could be antisocial and enjoy upsetting car drivers. They could be phobic and don't want to be constrained by paths. They could come from a place where it's common to walk on roads because there aren't many cars.
Or it could be a snow day and the only place with no snow is the middle of the road. :)
I have wondered that myself recently. There are a couple of people who regularly walk down my road and avoid the footpath. Perhaps a phobia of pavement cracks?