Just to be clear, I was comparing comics to live action movies. But at any rate, yes they’re different, and that’s the whole point. You get to have experiences that complement each other. If I’m going to play a game, I want it to act like a game–not some animated picture book. I love the Star Wars movies, AND I love X-Wing, Tie Fighter, and Dark Forces. I love the Terminator movies, AND I love Future Shock and T2: The Arcade game. I love The Lord of the Rings movies, AND I love Shadow of Mordor. It’s all more of the source material I enjoy.
You just described The Darkside Detective 
except that it’s extremely low-res.
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I understand. However, my original point was that, if you cut back on animations, you can use the extra money you spared to: show the items the characters are holding in hand; allow the characters to sit on chairs; wear hats, wear multiple clothes, smoke a pipe, and what have you( climb trees; dig holes in the ground; prepare their own meals, do more gestures /poses during dialogs … do more facial expressions, do more detailed characters…)
The graphical style reminds me a lot of Lone Survivor
I loved that, but it wasn´t exactly an adventure game.
Most of what you mention has already been done in many Sierra and Lucasarts adventure games without having to sacrifice animation. As for more detailed characters, that would not have made sense in Thimbleweed Park due to the self-imposed resolution limitation. Plus, if they had wanted to make more detailed characters, they probably would not have done pixel-art. Drawing the characters with a digital tablet or scanned in after drawing on paper would allow for more detailed characters without necessarily increasing the amount of effort, since worrying about individual pixels would no longer be a concern.
Getting back to the possibility of additional character features, having the characters hold an item in their hand means either redrawing each character for each item a character can hold, or at the very least drawing a version of each item that can be superimposed over the character in a seamless fashion. The first option would actually require making more character frames then the walking animations require. For instance, a mere 15 objects would require as many character frames as a 4-frame/4-direction walking animation would. As soon as more objects are added, the labor cost becomes higher than it would be for the walking animation. In the case of Thimbleweed Park, we know there are well over 15 objects, it definitely would be more expensive to add objects than it would be to add walking animations. The fact that Thimbleweed Park has multiple characters doesn’t help offset the cost, as each additional character means having to add the objects to multiple characters.
The second option would be difficult for two-handed items, and in the case of an object like the head of the navigator, having the object animate more than the character holding it would look really weird. There’s also the issue that now you need to implement functionality to stick the object in the character’s hand. You could have the object automatically pop into the character’s hand when the object is clicked on in the inventory or initially picked up, but you then either have to remove the object from the character’s hand as soon as it’s used, or have the character keep holding onto the item, no matter how little sense it makes. For the first option, the item would only be visible for a few seconds, limiting the visual benefit, and the second option would look very strange. For instance, I use a pocket knife quite often to open boxes and packaged food items. Imagine the kind of reaction I’d get if after completing the action “use knife on cardboard box”, I just kept walking around with the knife in my hand. In Thimbleweed Park, having the townspeople be totally indifferent to a suited stranger carrying a chainsaw, or a self-animated, severed head would be immersion breaking.
Getting to clothes, multiple sets of clothes would have the same issue that items in the characters’ hands would. Also, it would be a largely pointless feature if there was no narrative feature for it. In Indiana Jones and the Last Crusade, Indy could wear at least three sets of clothes throughout the game, but there were gameplay reasons for it. Thimbleweed park did have the ability to wear hats and an amazingly effective disguise, but there were narrative reasons for that.
For sitting in chairs, smoking a pipe, climbing trees, digging holes, preparing meals, more gestures and poses, and more facial expressions, those sound suspiciously like animated features, which would make the complete absence of walking animations look even weirder. And what’s the need for all these features that normally would add immersion, if a player is willing to write off the one action the characters will do far, far more than anything else in the game?
Honestly, if Ron Gilbert’s budget were stretched so thin that the amount of frames devoted to characters had been such a huge concern, I don’t think the game could have been made at all. Considering that four of the playable characters had their own vomiting animations and the circus had dozens of animated people sitting down, I’m sure Ron would have found a way to get any animations and poses into the game that he needed.