In this particular phrase from “A Bird came down the Walk—” the speaker wants to emphasize certain features of the bird that she's describing. She's already told us about his “rapid eyes” that look to her like “frightened Beads” and how he stirs his “Velvet Head” as if he were in danger.
The combined effect of these descriptions is to give us the impression that the bird is not quite in his element on the ground, that he feels much safer when he's hopping around the treetops or flying through the air. At no point does he seem completely at ease in his interactions with the speaker.
This impression that the bird is somewhat out of his element appears to be confirmed by the speaker's description of his flight. She says that he
unrolled his feathers,
And rowed him softer Home—
Than Oars divide the Ocean.
What the speaker means by this is that, once the bird has spread his wings, he moves more softly through the air than oars when they dip into the ocean without causing ripples.
Notice the contrast here between the graceful manner in which the bird flies and the rather awkward, timid manner in which he behaved when he came down the walk. It's clear from this that the bird's natural home is the sky; it is there that he's in his element, not on a path being fed crumbs by a well-meaning human.