Tinky had/still kind of does have the same problem.
She LOVES the grass and used to only walk on it. Apparently, the sidewalk was too scary for her. After so many failed attempts, she would finally walk on some sidewalk, freeze, walk again, freeze, walk again and so on. It was so tiring but I think she's getting used to it.
Just keep on trying and teach her that walking is a pleasant thing. Give her extra attention if she walks normally and give her a bunch of treats.
I even take Tinky's favorite toy out to encourage her to walk