Extending Walker_Nav_Menu in wp_nav_menu List of Empty Items

The answer was that the theme location is primary_navigation with an underscore, not primary-navigation with a hyphen.

I’m not sure why it seemed to work without the walker argument.

Typical and along the lines of what it seemed like must be the solution. The obvious thing I wasn’t seeing because of feeling overwhelmed by an area I’m still not totally at home with, that being extending the Walker_Nav_Menu.