There is substantial training, even licensing surrounding cars. We put up with the steep learning curve because of the tremendous and inescapable requirement of cars in many places.
So. Is your app so important that your user will put up with a steep learning curve and reading documentation before they can use it?
The appropriateness of UI walkthroughs hinge on this point. Steep learning curves and a need for training is inescapable in many situations - it's also almost always unnecessary for consumer applications.
Just like how no one would buy a toaster that required training/documentation.
The reason why UX has to be so much more discoverable on apps, websites etc. is that there is a hell of a lot more of them and they often are created by clever fucks that decide to do things in novel ways.
App functionality and theoretical purpose is by contrast infinite. Therefore it's easier to pass judgement on car designers when they do crazy inscrutable interfaces because it's generally a solved problem, whereas with apps there are many more valid reasons to try something new.