The verb kwenda is added to indicate that the locative word is the destination. With kutembea, the locative is generally interpreted as the static location, so more like "Walk
Tembeeni kuelekea nyumbani to me sounds more like "Walk towards home" or "Walk in the direction of home." Quite a good sentence though.
Command forms don't usually have a subject, so we would usually say, “Walk home” even in plural. On top of that, there is no consistency to the answers sometimes, “you all” is necessary, sometimes it isn't accepted. In the reverse commands translated from English should accept both singular and plural swahili forms, since English doesn't specify.