Jogging/long cardio is really hard on your joints- knees, hips, ankles, etc. The impact of landing causes repetitive stress injuries. I won't say not to do it, but be careful not to hurt yourself.
When sprinting or running on your toes, you tend to absorb the shock of impact in your calf muscles, which isn't as likely to become injured. Also, you don't sprint as many steps as you would jog, so there is less danger of repetitive stress injuries. The Airborne guys in the Army intentionally pound their feet extra hard when they run, as they think it will strengthen their leg bones from the increased strain. They all have knee problems, or will someday.
Walking is simply much lower impact and it helps to strengthen joints and connective tissues.