While I didn't hear anything, I think the walk control would have to be local circuitry. I can't see how a remote operator could sense balance and do all the leg movements.

You can see a Tesla upper body controller here. Not sure if it's what they used for the event, but probably something like that. https://x.com/TroyTeslike/status/1845047695284613344

I suspect that the upper body is teleoperated, while the locomotion system is self-balancing and driven around with a joystick.

Reaction of the stock market to Tesla's "demo" was very negative. TSLA stock dropped about 10% immediately after the demo and has been flat since.[1]

[1] https://www.bing.com/search?&q=TSLA+stock