I noticed this is a problem of a lot of games made decades ago but still today many games lack of proper walking animation even with 3d bone-animations (don't know how to call them).
This depends on your definition on "proper walking animation", in comparison no engine has "proper graphics" because there isn't one that renders the same quality as in in the real world.
I have seen a lot of bad walking animations in indie games, however if it doesn't brake the immersion it's fine.
Has anyone any tips?
Lift your knees and bent your toes, because no software has 1-1 animation translation you need to over express your animation; even "realistic" animations are over expressed; motion capture is edited after capture because computers are bad at using realistic animation data.
Realistic is overrated and time consuming, settle for believable animations over realistic.
Put some character in the animation, if the animation is telling a story people will focus on the story instead of the realism.
Walking is a complex animation, when you study animation it's taught in your third and last year. Attempting to make a walking animation without any animation knowledge is like learning to walk when you haven't even crawled yet.
If you want walking animations without years of practice then you need to hire someone who has learned what you need; hire an artist.
Get a copy of The Illusion of Life it's a good read even if you are not into animation.