The Usage docs currently show

group_map(.data, .f, ..., .keep = FALSE)
group_modify(.data, .f, ..., .keep = FALSE)
group_walk(.data, .f, ...)

and the group_walk() method doesn't have .keep, making you think group_walk() doesn't support .keep, but it does:

mtcars %>%
  group_by(vs) %>%
  group_walk(~print(head(.x, n = 1)), .keep = TRUE)
#> # A tibble: 1 × 11
#>     mpg   cyl  disp    hp  drat    wt  qsec    vs    am  gear  carb
#>   <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1    21     6   160   110   3.9  2.62  16.5     0     1     4     4
#> # A tibble: 1 × 11
#>     mpg   cyl  disp    hp  drat    wt  qsec    vs    am  gear  carb
#>   <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1  22.8     4   108    93  3.85  2.32  18.6     1     1     4     1
mtcars %>%
  group_by(vs) %>%
  group_walk(~print(head(.x, n = 1)), .keep = FALSE)
#> # A tibble: 1 × 10
#>     mpg   cyl  disp    hp  drat    wt  qsec    am  gear  carb
#>   <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1    21     6   160   110   3.9  2.62  16.5     1     4     4
#> # A tibble: 1 × 10
#>     mpg   cyl  disp    hp  drat    wt  qsec    am  gear  carb
#>   <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
#> 1  22.8     4   108    93  3.85  2.32  18.6     1     4     1

So group_walk() should gain a .keep arg explicitly