You took the words right out of my mouth. The same thing is happening to me. My BC puppy is going on 12 weeks, and he has been doing it for the last couple weeks (when I first started trying to take him on walks). He refuses to leave the yard unless he is picked up, but once far enough away from the house he'll walk a little, but usually still requires another pickup or two. But when heading back towards the house he runs, just like yours. The only "easy" way to get him to walk is if my girlfriend walks her dog with us, then he's usually okay.
My guess is that this will just take time. But if someone has a better solution I would love to hear it.