I think it’s important to note that you are assuming a gradual increase in activity over time as well as adequate food and rest between sessions. In the limit case things like rhabdomyolysis definitely exist and in the less-extreme case, you can have problems with connective tissue injuries from increasing the load or volume of exercise too fast. Over the long term, you can also have health problems and injuries caused by doing too much exercise relative to how much food and rest you are getting. All of these are real possibilities if someone started an intense exercise program after 20 years of completely sedentary life as an adult.
That said, we are discussing this in the context of walking a bit more, which should be very well-tolerated for pretty much everyone as long as they don’t have other significant health problems and work up gradually. For example, if you take 1000 steps a day, space out the increase by each week increasing your daily steps by 500-1000 steps a day until you reach 10000 steps a day over the course of a few months (temporarily pause or reverse the increases if you see anything other than passing muscular discomfort).
This also explains how ultramarathon (or other “extreme” physical activities) can be tolerated without much issue—bodies are very good at adapting to the loads that are placed on them as long as that increase is gradual and they have enough food and rest to rebuild after particularly intense bouts of activity.
A further corollary is that over the long term, being sedentary is not well-tolerated at all, so maintaining a certain baseline level of physical activity is definitely a better idea and as long as your body isn’t giving you any feedback to the contrary, you shouldn’t avoid high loads or intense activity just out of abstract fear of injury.