A king automatically outranks a queen (just cause of good old sexism), so great pain was taken to make sure it was obvious HM The Queen was the boss. You may have noticed that Prince Philip wasn‘t a majesty nor a king, despite being the consort of a Queen.
Queen Consorts are automatically outranked by their husbands and therefore the distinction doesn‘t have to be made as sharply. Queen Camilla is both a queen and a majesty – and nobody cares if she walks beside her husband. I imagine right now he’s rather glad to have her support wherever he goes.
Oh, and also: Prince Philip walked plenty beside his wife. Just maybe not at super official occasions.