As Separatrix points out, we already do use specialized ground. Roads and railroad tracks are extremely specialized to provide maximum efficiency.
Off-road, a key factor in the efficiency of a ground vehicle is "unsprung mass." This is mass which is not suspended by a spring, like our tires and wheels. When we go over a bump, this mass must be lifted upwards which costs energy. However, we're not very good at reclaiming that energy on the way down so it typically gets lost as heat. Minimize unsprung mass, and you maximize vehicle efficiency over terrain.
Microfilaments may qualify as the ultimate in unsprung mass because the entire structure is a big spring. Only the tips of the filaments actually have to reach the ground, and the rest is sprung mass. Also, if you have more of them than you actually need for support (i.e. thousands of filaments of which perhaps a hundred need to be in contact to move), you can be choosy about which filaments you even bother extending to meet the ground, reducing these costs even less.
Given that this is Starcraft, another option appears. I have no cannon source to back this up, but there's an interesting alternative give that this is the zerg:
All Zerg land-based strains move faster on creep than they do on regular ground. This is due to a collection of microscopic filaments that allow them to "skate" on the surface of the viscous substance without breaking through it.
What if instead of that quote meaning "every zerg unit has microfilaments," it means that the creep itself has the microfilaments and zerg units "skate" across them. It's not quite my first instinctive translation of that quote, but it fits very well with the nature of the zerg. Zerg units could travel faster on creep if the overmind wills it. In such a case, the creep could actually provide the fuel and musculature to move the zerg units above it. It would be like the world's most awesome moving walkway!