My default walk animation isn’t looping properly, see http://nilch.com/dino1.html. It’s using the SuperMario third person scripts from the character animation pkg, and the SuperCool Brand New Blender fbx exporter.
Targos had similar issues w/ Cheetah, which were fixed by manually setting the length of the take. I’m sure it’s something similar here, but I can’t see how to do that in Blender, and the only way to get the animations into Unity for me was to make separate actions in Blender; when I import the thing as one big action and try to split it in the import settings, Unity crashes immediately (I did submit bug report).
You must use separate actions in Blender for each animation you want exported. But you don´t need to split anything then, inside Unity, as it reads them all well, separately. If each action is a valid loop (same first and last keyfrme), and you select the loop option once inside Unity, it should work right.
What I have seen in your model is that the walk animation does loop right, but it looks like you left some keyframe(s) at the end of the action, far from the desired end for it. Think that the exporter will understand that the animation longs till the last keyframe it finds at every action.