The only thing that came on my mind right now is: control sound loop with a variable.
Define Global Variable "Step" = 0
Player1 is moving and Player 1 is on floor and Step = 0 > set Animation "Walking", play sound (NO LOOP), set Step = 1
Player1 On finished Animation "Walking" > set Step = 0
Of course you'll need the "Walking" animation for your sprite.
I think, this is not the best solution, but, could work.