"using whatever action is most effective". Walk is an action and run is another action. So my understanding is that if running allow your God to be closer to Marsyas than walking, then the God have to run.
Nevertheless, in some cases running will not allow you to finish your move closer to Marsyas. For example if you reach Marsyas with a simple walk, if Marsyas climbed on a rock or if your move is always ended because you entered an area with an opponent. Only in these cases, you should be able to choose to walk and attack.