Take another look at the original sentence:
You wanted to fix it this way:
To delete the comma between shoes and he would cause an equally bad problem, a fused sentence. A fused sentence occurs when you have two main clauses joined with no punctuation whatsoever. Wally did not want to do anything to ruin his new pair of athletic shoes is the first main clause. He always stayed on the sidewalks is the second main clause. The spot between shoes and he needs a stronger break than blank space.
You might want to consult the rules for fixing comma splices and fused sentences.