Though, I'm struggling to see how this would be better than a wheeled vehicle: you've still got static friction between the feet and the ground… I guess maybe they're flexing less?
Anyway, I agree that a wheeled vehicle is probably going to win on efficiency just the same, though wheels do require better roads than legs do (eg. common example is stairs).
How does keeping rough terrain rough help with that?
If you don't care about preserving the terrain (which you can when it's rough to begin with), you can just go with large surface metal feet and you should not get any rubber/microplastics, though you will get metallic dust.
Pretty clearly the worry about the road surface is not the only cause of using tires.
Also, if you don't care for either preserving the surface or comfort (use something else for comfort) then... use metal wheels. Or ceramic wheels, or tracks or something.