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.