"in" or "on"?

I have taken the listening exercise number 151 and wondered if in the answer number one the preposition “on” should have been used instead of “in”?

151). Out for a walk
The pedestrians are walking in the road.
The pedestrians are walking on the pavement. – CORRECT
There are two cars in the picture.
All the walkers are carrying bags.

on the road
in the street

Thanks

“walking in the road” sounds fine to me. I understand it to mean walking along the part of the road that cars and other traffic use, as opposed to walking along the part reserved for pedestrians (pavement).