Good to see a lively discussion on this subject and thank you to all who have commented so far.
I was never expecting it to lead to full support for dedicated transport between Euston and St.Pancras, nor even a covered walkway, but I maintain my original point about signing. I've not been to London for the last couple of years but I'm guessing things haven't changed much since my last transfer on foot from Euston to HS1. My main point is, it should be made easy and straightforward for pedestrians to walk this route. Those who are familiar with the area don't really have any right to belittle this matter until they know what it's like to be in an unfamiliar city, with luggage, but also to not have the confidence that many contributors to this thread clearly do.
This is neither difficult nor expensive to resolve. The starting point for anyone tackling this, is simply to put yourself at any point along the route, and look around. If you can see a sign or a painted line from every point along the route then the authorities have done their job. If you can't, then they've failed. When I last looked, there were many places between Euston and St.Pancras where you really did have to look hard and walk some distance before finding any reassuring confirmation of where you wanted to go. This should not be the case, and yet it costs very, very little to put this right.
I'm not sure when I will next make this trip, but I would sincerely hope to see some improvement in signing for pedestrians. Heaven forbid, we're not talking £billions for this, nor even £millions. For a very small investment and a bit of thought, unfamiliar (and even less unfamiliar) pedestrians really could be usefully helped here.