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It’s just the spiders under your skin.
But maybe it’s the nerves or capillaries that run through the layers of fat and skin, as walking shakes them up and gets the blood pulsing through. Even in fit people the skin shakes a little as it slides back and forth over the moving muscles. Once you get into a serious workout, there’s too much other sensation from the muscles and tendons, and the blood vessels are as busy and hopefully open as they’re going to get.
Bear in mind I have no actual idea, just speculating.
You made points others didn’t, and your edit demonstrates another aspect of the alone/crowd response to a prompt.
Laughing with a “crowd” supports you until you realize you were alone all the time, whereas thinking you’re the only commenter frees you to share your insights, but finding you were part of a crowd made you embarrassed about it. Don’t be. We all know being first allows comments to get more points, but more slowly typed comments also add value to the conversation.