Guess I'm used to seeing Layer as a reference to the layer object (can be pointed to inside a layer file (just a pointer)), so not sure if that is supposed to list .lyr files, or just layers themselves (as when running in ArcMap). As far as Map, I don't see any definition/explanation about what that is supposed to be. Everywhere else in the docs, the refer to a map document/mxd. Seems like they need to include some definitions in the documentation to clarify. they give valid raster types and valid feature types, why not valid all types??
So if they are actually referring to *.lyr and *.mxd files as a datatype rather than a pointer file, then you are correct, they do not report these. I guess in any case you are correct, as these types of files appear to be ignored by da.walk. In any case, it seems like an oversight. If it reports .dwg, .shp, .txt, .jpg, .etc., one would think it would easily report .lyr and .mxd as well.
R_