It is a common problem with Alice characters. Dick Baldwin's tutorials talk about this so if you search those out on the forums you'll find lots of info, but basically:
Your character has a set of axes which you can make visible. If these are not exacly aligned with those for the ground, then the character will sink into the ground or rise up depending on the direction they are going. See the thread
here
Also, moving parts of the character are done by turning and sliding done in small steps, and because of the way numbers representing this are held in the computer, and the order in which they are done, it is difficult to undo exactly. See
here So sometimes slight inaccuracies accumulate and things don't end up where you expect.
And, if those aren't enough, body parts move relative to the parent (in the sense that branches of a tree have the trunk as a parent). But because it is difficult to find the lengths of the parts, positioning in a walking sequence can't be worked out exactly. So people approximate, making it look right. But errors accumulate.
The fix I'd suggest is do_together, and have the character move up by... whatever amount works, at the same time as they walk in whatever direction. Fiddly, and tedious to get right, but it is less tedious than drawing every frame of your animation by hand!