It's used fairly frequently in BrE. Effectively, it just means "leave" but the nuance is as teechar described - to walk out casually as if there's nothing wrong or as if nothing out of the ordinary has happened.
The shoplifter picked up four bottles of vodka and just waltzed out the door!
My husband came home, cheerfully told me he was leaving me for his personal trainer and waltzed out the front door, leaving me shocked and tearful.
The man was taken to hospital at 9am with a broken leg and four broken ribs, yet he waltzed out at 4pm and went back to work!
Can someone help me?
I don't understand that idiom.
For example: I can't just waltz out of here after you brought me back to life.