Would there be a use for a Skeletal Walker besides transporting corpses?
It seems like a Skeletal Walker could be a great boon to making traveling large distances a lot easier, and I am not the only person who thinks this.
However, I do not see how one would use it for transportation. The main use I see is if the creature was supposed to be a walking corpse and the corpse cannot be transported. Since one would probably be outside by the time it is doing so, and a humanoid-size Skeletal Walker would be heavily augmented, I can only see it being used as a scout or hostage.
Would there be a good use for a Skeletal Walker as it is?
Talking to the Dead
The Skeletal Walker has the ability (found in the bonus section of the Dungeon Master's Guide, p. 143) that allows you to talk to your walking corpse companion:
Talk with the Corpse. You can communicate with the creature as if it were a member of its own race for the purpose of making persuasion checks, questions, or commands. The DM might require the creature to make a Wisdom (Insight) check to follow your commands and make decisions, and it must make the check before it does so. If the creature can't understand you, it must make the check again after it performs an action you ask it to perform. The creature can only follow one set of instructions at a time.
I would say the only reason to use it is to deal with a situation where you can't just let your walking corpse run free and allow it to wander around and cause trouble. For example, you could use the Skeletal Walker to talk to a number of goblins in a cave. This would allow you to attack the goblins at your leisure without having to get out of your skeletal warrior.
One that has no purpose to use it's abilities could, as you suggest, be used as a hostage. Or, being a humanoid-sized undead, it could simply be used to ride the creature's back while you run into town and grab that ransom you need.
1. Field of the Invention
The present invention relates to a liquid crystal display device.