I'm not ljokerl but I just want to say that a really good seal on a phone with minimal or no venting might create the thumping effect when you walk. I think it's those factors. I get it with Re0 but not with GR07. Both using the same size MH1C hybrids. It gets less annoying if I wear running shoes or other soft shoes and watch how I walk. And yes, I wear both with cables over my ear and with no microphonics from clothes touching the cable. Just my own footsteps.
It actually depends on the IEMs shape and housing... The RE0 is an open phone, there is a vent on the back. It depends on the shape of the phone, the cabling used, and how you wear it (up or down). All of those will contribute to this.