I walk the dog a lot and I used to always listen to podcasts, but I never felt quite at ease.
It's only when I realised that a dog walk (for me) was a chance to give my brain a rest and let it wind-in-the-branches white-noise reset. It's really important for your brain to do nothing.
So I stopped listening to podcasts, I allowed myself to roam around with my feet and thoughts. No particular aim, sometimes I watch the dog chase squirrels or take a second to find a new route. It's good and healthy, you don't always need to be on.