I get the sense that I've been waaay to optimistic about how strong Lego pieces are. The legs will carry a lot of weight and they don't carry it in a straight column, but the internal technic skeleton moves to the side (a 2-hole technic beam to the side), which I guess is too weak to carry the load.
I guess that building something as complicated, heavy and fragile as an AT-AT when you try to do what I did, with poseable legs that are also thin, and a poseable neck, is too difficult if you don't test the lego in real life. I feel like giving up, since it's not fun to build if it wouldn't work in real life.