That was a filler and they defy the laws of canon all the time but the three tails arc was alright but yes i scratched my head at that as well. As far as i know he never walked on water in canon
He walked on the water when Kisame used his instant ocean no jutsu :XD:
Anyways, I believe that Lee can walk on water because his chakra coils in his legs are not as badly damaged as his arms, so he could manipulate the chakra enough to allow him to walk on walls or water or maybe even chakra enhanced kicks.
He still cant use ninjutsu because the chakra coils in his arms are too badly damaged, and no one is really capable of using ninjutsu with their feet, so Lee will still have to focus on his taijutsu