When you have two animation layers for different body parts and start to play, you can see that animations don't work at the same time. The object has one or another applied animation, but no both at the same time (look the attached gif).

Reproduction steps:
1. Open the attached file;
2. Enter Play mode;
3. Move the object and observe animation;

Actual result: the object is just walking.
Expected result: the object should walk and shoot at the same time.

Reproduced with: 5.2.5f1, 5.3.6p3, 5.4.2f2, 5.5.0b11, 5.6.0a3.