Most applications don't need a complex UI and shouldn't make their UI more complex or difficult to understand than it needs to be (this, I feel is the OP's real gripe). Its rare that your UI need be so complex that a UI walkthrough should actually be necessary. Most users of most applications don't want to (and won't) go through a learning process, they just want to 'do'. That said, I agree with you that sometimes it is necessary/helpful.
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Its not so cut and dry.
Most applications don't need a complex UI and shouldn't make their UI more complex or difficult to understand than it needs to be (this, I feel is the OP's real gripe). Its rare that your UI need be so complex that a UI walkthrough should actually be necessary. Most users of most applications don't want to (and won't) go through a learning process, they just want to 'do'. That said, I agree with you that sometimes it is necessary/helpful.