Historical- One of the most traditional military/troop requirements was to march. This made you seem more in-line and intimidating. If you fall out of line, you may get punished. Marching is much more difficult than just walking.
Literary- In Owen's "Dulce et Decorum Est", he writes the line "Men marched asleep" which is again explaining the hardships of being constantly on the move, and also the fact that life was a living hell for these men.
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