I miss driving a little bit, but I definitely don't miss dealing with other drivers.
I'm also glad that I don't have to take the bus everywhere. Some of my friends rely on the bus to get to work, and they've been late a couple of times because the bus was late or it was too crowded for them to get on. When I first got to Spain, back in September, the train was also unreliable because the train workers were in huelga, or on strike. Getting used to and liking walking was definitely a good thing.
There are some environmental factors, especially man-made environmental factors like the infrastructure (roads, crosswalks, city-design, etc.), that make walking more feasible. Like I mentioned above, the city is well-designed for pedestrians. There are a lot of roads I can walk down where cars aren't even allowed to go, for example. There are very few places I can't easily get to by walking.
Culturally, going out to get fresh air also seems more important. I see a lot elderly people especially, just walking around and enjoying being outdoors, even now that it's getting colder. For my own mental health, I know that spending time outside is important to me so that I don't feel cooped up and sad all the time.
