Why would a dog cry endlessly while on a walk?

There is this man and his little dog that walk with our dog walking group now and his dog whimpers and cries the entire time non-stop when he walks her. But when someone else in the group walks the dog she is fine and quiet.  The guy says she only crys while on the walks outside  and is fine in the apartment. yet when others walk the dog she is fine.  

Its just odd and upsetting to hear the dog cry endlessly like that. Does his explanation make sense? Why would a dog whimper so much while just being walked?