Your travel/leisure plans should not affect the settlement of your claim. No one can force you to RTW, or go through a VR program.
Those benefits however won't be offered again. And if there are wage differential benefits, those could be lost as well.

The problem with 'walking' is, if you require additional medical treatment for your injury, you are likely to be paying out of pocket for that. Your own ins, nor Medicare will pick up the cost, at least until you have exhausted any future medical money you receive in a settlement.

WC is not as easy as taking a lump sum payment and closing out completely. If you keep the medical open... and the carrier is liable for a long time... you are still subject to the prior authorization rules and process to get that treatment. Settlement doesn't always mean 'its over'...that fat lady still has to sing.