It doesn't matter if you're a Lead, or a Follower, we all at some point have to learn how to walk properly and for a good portion of us learning that proper walk is either an absolute joy, or such a pain in the ass that you wonder why you're still dancing tango in the first place!
One aspect of learning to walk properly is learning what not to do. Unfortunately for a greater number of teachers, and dancers, the idea of feedback is relegated to "That's nice" and "Try this instead". Instead of detailed questions and inquiry that will ultimately lead to you not sucking anymore...well for another 4 steps until you go back to what you were doing because you're not aware of your issues going forward.
From a Following perspective, usually the lead will feel the impact of your foot hitting the floor, more than you will his unless the lead is clearly unaware of his own presence (that happens). As Followers we usually feel this impact of the Lead's step forward walking step. We feel it as a drive into us, and it's usually a drive into the floor and as a result we get driven into the floor. It's not desirable, and after a few L/leads like this, your feet start to hurt. It's not pretty. At the same time, we as follower's tend to create 'thud' when we don't realize that we're bending our knee as we extend backwards, and we tend to allow our foot to come off the floor. This is not desirable. We want to 'lick' the floor with our foot as we extend backwards.
From a Leading perspective, we feel the impact of the Follower's foot on the floor, as a heavy step usually on their side and back steps. While at the same time we as L/leads must realize that we can generate a heavy impacted step as well. In short, there's merit to the statement 'walk softly'.
To be clear: "THUD" is an uncontrolled, unsightly, and ungainly foot placement which results in a heavy step and we generally feel the impact of that step which reverberates up through the ankle, then the knees, the legs to the hips, up along the spinal column, and then out through the arms in the embrace which is then transmitted to your partner! Combine this with hanging, pulling, pushing, and the general contortion that goes on for a lot of people and you've got issues on top of issues on top of issues.