I think regex matches might be literally the only use case for := that I come across with any kind of nontrivial frequency, and it's only a minor nuisance at that. Certainly nothing to warrant an entirely new yet different syntax for something we already have.
The iterator protocol is way more general than what you have; it's not remotely comparable.
Regex is just a prominent example of a certain pattern. Depending on work and style, one often has functions which return something, on which in case of a non-empty result you want to do something more. Walrus can shrink the code in data-intensive code quite well from my experience.
The loop can be written using This One Weird Trick that Walruses Hate:
for foo in iter(partial(data.get, "foo"), None):
handle_foo(foo)
So I would only use the walrus operator for the first example (the if statement), which even though it is exactly the same as doing it in two steps just feels nicer as a single step.
The iterator protocol is way more general than what you have; it's not remotely comparable.