It's a couple factors where I live:

1. if you aren't used to walking places because you live in a car dependent city and thus drive everywhere, walking feels bad, so people try to minimize it.

2. parking lots usually lack shade so the asphalt bakes under the hot sun, making the walk feels extra bad after the nice cool car AC.

3. parking lots and surrounding areas here typically have the bare minimum pedestrian accommodations, so walking is extra unpleasant.

3b) gotta watch out for cars that might hit you, or are belching out smelly exhaust, or radiating heat when you're already sweating. Tolerable at best, and generally not at its best.

Basically, parking lots just suck to be in, so getting the least-sucky spot feels like a celebratory achievement.