Walnut in particular is one wood where you should be aware of the difference between what many outfits sell, which is steamed, and that which you can get from smaller air-drying/kiln drying operations who don't steam the wood.
+1 for this reply - Walnut (Native American Black Walnut, that is) is the wood where processing seems to make the most, and highly visible, difference. It's not so much that kiln drying itself damages the wood, but it's the common practice by the mills to use steam-injection at the start of the cycle to migrate the color from the heartwood into the sapwood. The result is a much higher yield, but much duller colors overall. Air-dried walnut can have various hues of deep blacks, browns and even purples. The steamed variety is usually an overall dull gray color.
However, If I was building something out of Eastern White Pine (or, for that matter, wood from the hard pine group), I would actually look for kiln-dried wood. The reason is that in air-dried lumber, the resin isn't "set" (hardened) in the wood. That can lead to bleed-through around knots and other defects. Kiln-drying is usually hot enough to set the resin, so bleed-through of the sap/resin into the veneer isn't an issue.