It is the weight of the nuts.  A very large crop was produced this year and this is happening in numerous locations in lower Michigan where I am located.  I just cleaned up large branches under my daughter's walnut.  We see it more often with apple and peach trees.  It is a lot of weight and if it is combined with a branch that has any decay in it, the weakness is too much to hold the branch during high winds.  My daughter's tree did not have any rot in any of the branches.  Many locations had good rain fall through the summer creating good conditions for a larger crop of walnuts. There is nothing that can be done to prevent this with walnuts.  Most years it would be a rarity to see this.