On my own bike, I don't think there is a pace that isn't easier. Even at slow speeds, it's not a whole lot of work. (And you can always change to a gear where it just isn't a lot of work to go slow. The challenge is more remaining upright, but a low gear and the barest of forward momentum will help that.)
Who cycles at less than 9mph? According to your link the average cycling speed in Copenhagen is 9.6mph so, according to your numbers, people are putting in more energy than they would with walking to go faster. Nobody cycles at walking speed because it saves energy.
https://en.wikipedia.org/wiki/Bicycle_performance
On my own bike, I don't think there is a pace that isn't easier. Even at slow speeds, it's not a whole lot of work. (And you can always change to a gear where it just isn't a lot of work to go slow. The challenge is more remaining upright, but a low gear and the barest of forward momentum will help that.)