Do non-U.S. citizens who come to the states for other business (work visa, tourist visa) need to get an I-20 to attend their U.S. residency?

Yes. It is illegal to study towards a degree while on a B-1/B-2 visa. The United States government holds both students and schools accountable for ensuring international students enter the United States with the proper documentation. If you enter the US without the Form I-20 and F-1 student visa, Walden University is legally obligated to deny you entrance to the residency. It could also hurt your chance of returning to the US if an official learns that you entered the country without proper documentation.

Please see the attached website for complete information about the process for international students attending residencies in the U.S.