OP, you're overthinking the walking in cleats. Shimano SPD-SL cleats have rubber on them to help from slipping, and is you go with a mtn bike shoe and SPD (or other mtb pedal), the sole is raised so you won't walk on the cleat anyway. I agree with @
caloso that you may be surprised with how functional a decent mtb shoe is.
as for me, I rotate between a couple bikes on the trainer, and just use the shoes that go with the pedals on that bike (mtb shoes on my cross bike, and my road shoes on my road bike)