As John-75 pointed out above, I suspect that the trigger for registering exercise for walking and running is pace. It might help to diagnose the problem if you can post your workout results - look up the workout on your iPhone and post avg pace and avg heart rate.
Yesterday, I did a 3 mile walk at an avg pace of 15'41" with an avg heart rate of 124BPM - it recorded every second of my walk as exercise. For this walk, I used the Workout app, and told it I was going to go for a 3 mile walk.
But throughout the day it did measure other movement as exercise. I noticed that running in and out of a grocery store and IKEA both registered about 10 minutes of exercise - I obviously did not launch the workout app to tell it I was going to walk into a store. Likewise, mowing the lawn yesterday afternoon registered a little over an hour in Exercise and considerable calories in Move - again I did not launch Workout app before mowing the lawn, it just recorded that activity in Activity app.
For the day yesterday, I finished with 1556 in the Move ring, 92 in the Exercise ring and 16/12 in the Stand ring. My WATCH appears to be recording everything I'm doing.