Had some Aussie mates in Houston
Same issue, stopped by the cops for walking from one bar to another. The cops suggested they would be wiser to drive.
While drinking?
OK, I can see you don't want to stumble around some neighbourhoods while your wits were impaired, or perhaps even at all in some places, but these guys were expats on a long-term posting and they knew the area well.
It was a regular joke in my Aussie company, with a big US operation.