The buoyancy of the balloon doesn't supply any energy for propelling the walker foward.
To understand why, one first needs to understand the forces and work required for walking (and running, for that matter).
When a person walks each foot needs to exert both a downward and backward force on the ground. The ground in turn exerts an upward and forward force on the person's foot per Newton's 3rd law propelling the person forward.
The vertical forces involved with walking enable each foot to leave the ground while the static friction force acting forward on the grounded foot enables the person to be propelled forward without slipping. It would be impossible for the person to move forward if both feet were always in contact with the ground.
But the vertical forces involved in walking do not accelerate the person forward since they are perpendicular to the horizontal displacement of the person during walking. Only the components of forces that act in the direction of the displacement of an object accelerate the walker horizontally. Thus the upward buoyant force of the balloon on the person does not supply energy needed to propel the person forward.
On the other hand, the upward buoyant force does reduce the effort of the walkers muscles that support the persons weight while walking or, for that matter, while simply standing! (Think of the reduced effort required of the muscles of astronauts in a zero gravity environment). So overall the walker becomes less fatigued due to the buoyancy of the balloon.
It's analogous to the requiring less effort to simply hold (without lifting ) a light weight versus a heavy weight. For further discussion of the difference between physiological work associated with “effort” and physics work, see my answer here: Energy Conservation in Holding Weights
Hope this helps.