Under saddle, I've got a batida horse with a very diagonal gait that do less than 5 m. Circles all day long. I've got a picada horse with a very diagonal gait that can do a 5 m. Circle but I have to ride that circle (keeping her collected and balanced). My center march horse can also go below 5 m. But it's hard for her and I have to ride her, too.
On the longe, however, I'm not in the saddle and cannot help the horse collect or balance. So on the longe line I don't go less than 20 m. Unless I've got a particularly good reason to do so. The most common time is with a young horse learning to longe. We'll walk on a very small circle until the horse gets the general idea of longing. Then we open up the circle and will add the other gaits.
The vast majority of North American gaited horses are lateral in the way of going. But even amongst Walkers you'll find a surprisingly wide range of movement. It's tough to make absolute statements about them.