For an improvement walk, it’s the people that DO the process. No the leader shouldn’t have to be involved always. What if the leader’s presence makes people feel uncomfortable? People won’t share, and learning won’t occur. As a matter of fact, I often kick higher level leaders out! But, at the same time, teams need to be empowered…they need to know the purpose of the walks, and the clear objectives, as well as boundaries if any exist.