Expect a few smartass remarks about how you are suppose to ride them not lead them but I doubt you'll hear much more. That's about all I've recieved when hoping out of the saddle to lead them past a tricky area or just to stretch my legs for a bit.
Don't know if you were planning to saddle and bit up or not but I would. Saddles make a different sound when brush hits them vs your legs. Bitted up just to help them get a bit more used to being led around for a long period of time that way.