>>1695670>you can just OSP'd the immidiate natural materials and adapt
You usually can't. In most places, you won't find enough usable wood to build any type of shelter without cutting down trees, which you'd usually need the landowners permission for.
Also, building a rain-proof shelter takes around half a day even without gathering the materials. If you were building a shelter every night, you could only march 2-3 hours a day.
If you need to hunt for your food (because obviously, provisions are a meme if you can just hunt) and dig for ground water instead of filtering creek water (because obviously, filters are just a meme when you can just dig until you find clean water), you won't be able to cover any distance at all, eternally being stuck at the place you started at.
Shelters are worth building if you're staying in a base camp for weeks or months, but on the march, a tarp or tent is necessary unless you're in the desert.