1. Don't assume the MTR walkway is nicely air-conditioned. Don't assume the MTR way is the most direct/fastest route. A bus from outside the Harbour Plaza will take to to within 3-4 minutes walk of the entrance to the office buildings (one stop). A minibus is even closer to Taikoo Place.
2. I think many people do the same. HK people aren't too keen on the whole walking thing (hence the queue at the lift) and will take the extra time to go to North Point so they can get a seat. It doesn't cost extra.
Grand Plaza isn't directly above the MTR. See:
Grand Plaza is No. 1 on the map and the MTR station is actually around E1,2,3 and several escalators down. Taikoo MTR station is very spread out.
If you are staying at Grand Plaza, you can take the bus. Lots stop on King's Road around the Exit C and stop metres from the covered walkway.
As for Disneyland... No. Ocean Park - yes. Disney - No. ^~^