Before there was asphalt/tarmac/blacktop there was "macadam", which was tarmacadam without the tar. But it used to kick up huge amounts of dust, so it was normal to pour water on the roads in hot weather.
Doesn't seem like that would be significantly better to walk on compared to modern paved surfaces with all wood clogs as mentioned in this thread though. Never worn them though so maybe it would be.