Ive just read that its not possible to walk from the lodge to the animal kingdom? that seems really strange since theyre so close? anyone know why?
No walkways, primarily. WDW likes to be able to control where their guests can go and how they can get there.
And the entrances aren't necessarily close together. I've never gone from one to the other, but if they are laid out in typical WDW fashion, the back of the park would be closer to the back of AKL than the front. The entrances probably face opposite directions--and AKL is a very large park--much of it isn't visible to guests.
The layout of the fencing and the gate from one to the other is not conducive to walking. Physically could you? Yes. Sensibly should you? No.
Also, I would be very surprised if WDW security didn't come along and ask if you needed assitance.
You don't need to walk between them as there is a Disney bus to provide transport.
And that bus seems to be the shortest bus ride you will ever take at WDW. :D