Some products are daily/heavy use products which should optimize for the expert user. These products need to be designed such that, once the user has an understanding of how to navigate and understand the product's functionality, they can perform regular actions with ease.
Examples: A Todo list, a weather app, or an app for sports scores and the news on a mobile phone. A POS (Point of Sale) system where the operator has some sufficient time for training [Keep in mind that POS systems are designed for fast transactions to keep lines short and moving smoothly].
Other products are used many times by different users, infrequently. These interfaces need to be designed such that they're intuitive, require as little handholding as possible, and should offer 80% of the benefit for 20% of the effort. Additionally, that 20% of the effort should be possible by almost all of the people who enter into the experience.
Examples: a photo kiosk at the local drugstore, a fast food ordering counter with an iPad or self-checkout system at a grocery store.
What does this have to do with UI walkthroughs? Because the first class of products are not designed to be intuitive on first usage, they need scaffolds (extreme way of conveying this is a "crutch") for the user to understand their operating protocol. Once the user understands how the system works, then they will be able to use the product quickly and effectively on a repeated basis.