Historically, walks correlate very nicely with scoring runs. Take a look at
this table. This is a run expectancy table. Basically, it's a calculation of how many runs teams score, on average, given a particular combination of base runners and outs. From 2010-2015, the no-one-on, no-one-out state, led, on average, to a team scoring .481 runs. A runner on first, no one out, led, on average, to a team scoring .859 runs. There's nothing fantasy baseball about this, it's just a record of what happened over a five-year stretch in MLB. Getting a runner at the start of an inning almost doubles the number of runs you can expect to score.
Other base-out states may be less dramatic, but a walk is still really good. Consider runners on 1st and 2nd, no one out. On average, that leads to 1.437 runs. Now look at bases loaded no one out. On average, that leads to 2.292 runs. The number of runs you can expect to score goes up, even though you didn't drive in those runners, because now there are more runners on base who can be driven in. (Even by a walk, in this case!)