I saw an older show about submarines that said they had to use exercise bikes instead of treadmills. Repetitive running was easy to pick up.
In general, underwater sound attenuates more quickly as you increase its frequency. Foot-fall thumping has a pretty strong low-frequency component. It's also repetitious, which (I'm guessing but don't know for sure) probably makes it easier for a sonar operator to notice.
I love that movie so much...
A thump can be a pulse of high frequency sound.
Source: I've used a treadmill on a submarine.