DS1 is nearly 3 and does this as well. Will say he wants to walk and then we get out car and 5 mins later "up please mummy" I also gve him option of you walk or sit in pram. If he still carrys on I pick him up and put him in pram, he will carry on for 5 mins or so and then is over it and is happy. Other times when I prefer he is in pram than walk eg train station etc I will sometimes let him have my iphone to keep him quiet.

Good luck you are not alone.

xoxo