Are the sidewalks secretly booby-trapped? Are they against your religion? Do you get some sort of crazy frisson of satisfaction from sticking it to the man by being a moron?
Motorists are totally entitled to beep at you. Cyclists are entitled to give you a weird look.
Roads are for vehicles. Sidewalks are for walking. I'm not entirely sure, but I bet there's a reason for this. It might be safety. Maybe? No, surely not.