If the bath were connected to the same circuit as the bedroom, and the bedroom is required to be AFCI'd, it goes to follow that the bath would indeed end up on the AFCI. Is the bath required to be AFCI'd? No. It does have to have GFI, though.
The same idea of how the bath recpt. gets its power holds for the walk-in. Now if the walk in got power from say, another circuit not required to be on AFCI, no I don't think it would be required to get AFCI protection.
Though I perhaps wasn't clear in my original post, the AHJ in this area (my landlord's brother) says that AFCI would be required in that closet regardless of source.
Stupid should be painful.