The line formed by the foot's path is diagonal to the line of the pelvis at SOME point in the walk to the cross.
Most steps could be said to be diagonal, on that basis. Several reputable published authors (David Turner, Christine Deniston & others) would say that backward walks are, effectively, taken on one track, not two, requiring every step to be diagonal to a small degree, but we would not generally think of them in that way, even if such a movement satisfied a 'dictionary definition' of the word.
Perhaps you should address your own rhetorical quotation : what IS diagonal? I originally cited Ballroom technique as saying that it is as much to the side as forward or back (ie 45 degrees to the reference line, whatever it is). I accept that such a definition doesn't 'rule' here, but goodness, neither does the personal view of any individual poster who wishes to tell me off for my impertinence (and that is not a reference to you) ...
The dictionary is clear. Diagonal is a straight line between the opposite corners of any rectangular shape, so the angle can be anything between a tiny fraction more than 0, or a tiny fraction less than 90. That isn't terribly helpful.