For 20+ years I rode with 520s and Lake shoes as this gave me the shoe width and ease of walking I wanted.
This spring I decided to change to both a road shoe and boot. It took some effort to find some which are a good fit but it was worth it. The benefits:
- Wider range
- Stiffer soles
- Look better
I've noticed no difference in walking in these and can't say they have contributed to any huge performance improvement.
I would say the foot slipping is probably to do with technique. It should be almost automatic. From all the clicking I hear around me SPDs are generally easier to clip in.
You've made reference to "proper roadies" please don't let anyone decry your choice of kit, shoe, bike, riding style etc. Do what is right for you. As for "proper roadies?" No such thing and ignore anyone who believes he/she is a "proper roadie."