A custom walker allows the theme or another plugin to take over control of the output of the menu item markup in Appearance > Menus.  In most cases, this is not an issue.  But certain themes choose to alter the structures within the menu items and can cause interference, breaking the UberMenu Menu Item Settings.  Enable this setting to try to disable the walker (and revert to the standard WordPress walker).  Note that this would disable plugins that rely on a custom admin walker, such as Nav Menu Roles.