I know that going for a walk with your dog is by far a healthy thing for you to do for yourself; but it is also great for your dog. You both get to go outside in the environment. You both get some much needed exercise.
It is not uncommon to go into a place of business and see someone with headphones in their ears. Especially if they work in an office environment. If not headphones at work...maybe they have a radio on or it is playing through their computer.