The UN is a forum for dialogue. Expecting the UN to do something other than either say stuff or help by mandate supported by countries just shows you don’t understand what their purpose is.
Walking out in this case sends the message. If these countries want to do something about it they can, other countries might intervene on Israëls behalf. The UN provides a forum to discuss this kind of stuff. So countries don’t end up in wars they did not want.
Well yes, the risk that is present is that if countries where to openly intervene and wage war against Israël, the US would intervene on the side of Israel.
Talking in the UN allows them to weigh their options, which allows them to make more informed decisions. Regardless of the subject matter at hand.