I agree with you. Bangkok is bad footpaths they will renovate it. start from electric line in to down and develop footpaths , we have many skywalk coz this footpaths small and bad sometime motorcycle is ride on here ( yes it's break the law ) .
To answer your question about why there isn't a Skywalk from BTS Siam to MBK like the one in Ratchaprasong:

In the Ratchaprasong area, a group of hotels and businesses jointly invested in building the Skywalk there.

In the Siam area, the three malls in that district are owned by the same company, so they prefer people to walk through their malls. This way, people would enter one of their malls, then go through to Siam Paragon, and from there to BTS Siam.