They're a lot more stable, for one.
Invaluable in combat situations.
Plus she could probably still fly.

And now she can also kick shit.

That and she'd probably be able to save on energy while walking. I think...

Right. An Anti-grav motor is going to put a lot more strain on her power cells/batteries than several regular servos for walking.

Seriously, balancing on two legs is more stable than being suspended in air by a jet?
I'm not a physics student but even I can smell bullshit on that one

It is. By leaps and bounds.
It's about friction, and the ability to resist unwanted movement from impacts or recoil.
You know how Hovercrafts slide around all over the place because they're basically floating on a cushion of air? Hit that with something heavy and it's gonna go sliding the other way really fast, because it has no way to instantly counteract the force from the impact.

The same principle applies to a hover jet/anti-gravity system

Now compare that to, say, a big robot on two legs. It gets hit by the same thing, it reels back a bit, but then adjusts it's footing and stands back up. It doesn't move much overall. Therefore, it is much more stable.

Though, nothing really gets as stable as a treaded chassis, like WALL-E has, there.

I don't wanna spoil your fantasy here, but the physics in Wall-e are not realistic. Her jet system seemed to work just fine in every situation, which is what I am basing my comment on. Having legs would just mean slower movement and more risk of damage

I'm not saying you are wrong. You would be right were this a discussion about the actual engineering of robots. However, this is about a animated fantasy movie, and those robots being placed in a fantasy combat situation.

And I do not believe a walking creature would by definition be better in absorbing a hit. As long as EVE's intelligence keeps her at a safe distance from obstacles she would be able to absorb blows without any damage apart from the initial impact.

But even an animated fantasy movie would still follow basic physics, otherwise nothing would make sense, right?

Something suspended in the air via Anti-gravity has nothing to brace itself against in the event of an impact.
Thrust isn't the same as directly pushing off of something with a foot or wheel.

And if a walking robot had the same intelligence, it would also remain at the same distance to mitigate damage.

You do not understand what I mean, If a object suspended in air is hit by an impact, it can absorb the blow through movement. If an object on the ground would be hit, it would most likely hit the ground or another obstacle, resulting in more damage.

And your notion that animated fantasy movies follow basic physics is ridiculous. Note the word "fantasy"

And it being a "fantasy" has nothing to do with gravity and forces still existing.

But that's not how it works. Even in the real world.

Get a big block. Put it on the ground.
Gen another big block. Hang it on a rope.
Throw Basketballs at both of them.

The block on the ground isn't going to move very much.
The block in the air is going to go swinging around, because there's no friction underneath it to keep it still.
The block on the ground is more stable because it doesn't move as much when it gets hit.

*Stability is an object's ability to resist outside forces.
Therefore, the box that doesn't move is more stable.

The box on the ground doesn't move very much, because it has no place to go it absorbs all the energy itself, resulting in more trauma.

Imagine getting kicked against your leg, when your leg is firmly on the ground, it breaks very easily because the ground prevents it from absorbing the energy through movement. When your leg is off the ground, it swings back and therefore a large part of the energy of the kick is absorbed by movement rather than by the bone itself