When walking on the street, the man always walks on the side closest to the street and its traffic. I believe the origins of this have something to do with shielding a lady’s skirts from mud kicked up by passing carriages, and that it makes the linking of arms easier. There are no more carriages around, but the protocol remains, and it’s a male-female nicety that works no matter your relationship.
Many males know about this arrangement, either by instruction or instinct, and will automatically take this position when walking with a woman–or make the switch to reverse places.
I’ve become so used to walking this way, on the inside, that if I happen to be waltzing down the street with a guy it will automatically not feel right if I’m on the outside. To correct positions I’ll usually do a little two-step to switch positions and not say a word.