It is extremely hard to walk together unless you are both of the same mind, because I think if they aren't in agreement then one person usually ends up being an influence over another.
For instance in marriage if the partner is not Christian then one will compromise hence our instructions to not be unequally yoked.
In a friendship also and I am by no means saying you can only be friends with a Christian but there will always be that closeness and fellowship that can only be found with a believing friend. I have a small circle of friends, other than two who live far away, they are not Christian sadly and there is that void there, even though they are nice people.
So I would say we can't truly walk together if we are not agreed.