I do walk them seperatly too, and me and my husband walk them together too as its nice to go for a walk together, I don't see nothing wrong with that.
Its not like we run for ages. Maybe for a half a minute or minute most, just for fun and not exercise LOL
I have a feeling that that's a jealous thing, but I'm not sure

how is running bad for them? In the garden they run for ages, do I have to make them stop doing this?