Not every woman or guy is comfortable doing complicated stuff before going on even the first date with someone. Like a commenter here said, it's a screening process. That first coffee or walk date allows you to find out what the other party is interested in.

What if I ask her out to dancing and she's actually into marathons? or vice versa. If not coffee, you SHOULD actually go on walk dates to find out which activity that requires effort you both are into. Otherwise it's totally pointless.

There was this chick who called me out to a stand-up comedy thing, when I clearly was into things like hiking and the outdoors, rather than sitting things. But if we hadn't gone on that “mediocre” ice cream date, we could have never known.