Can we stop calling this separation anxiety please.
It clearly isn't that, he just doesn't want to go for a walk. If he had separation anxiety you'd have problems when you and the mrs left him alone.
If he hasn't got a problem being alone then what you have here is entirely different and most likely based on him wanting to have a try for your bitch while you nip out.
I don't think it's a case of 'he just doesn't want to go for a walk' as Barry is saying it's only a problem when his other half is in the house.