As far as I know, there's no official comment. There have been two reasons for name changes from the books so far, and we won't know between them until the next book comes out.
To avoid confusion. This is why Asha Greyjoy was changed to Yara (to avoid confusion with Osha, who was made into a more developed character in the TV show); and also why Robert Arryn was changed to Robin Arryn (there was already a Robert and a Robb). There's already a notable Walder (Frey).
Because the character's backstory was sufficiently different. For some characters, their backstory and biography drifted a long way from where it was in the books and author George RR Martin (GRRM) has insisted on giving the character a new name: examples include changing Vargo Hoat to Locke and Jayne Westerling to Talisa. These characters had kept their original 'book' names in early drafts but were renamed when fundamental points about their backgrounds changed (like Locke's straightforward loyalty to the Boltons and Talisa being from outside of Westorosi politics).
The first option seems the most likely, but it's also possible the name change was to show that, like Vargo and Locke, and Jayne and Talisa, Walder's origin story might prove to be fundamentally different to that of Wylis. Perhaps Walder won't hold the door, or maybe there's some other important difference in Walder's background (there are plenty of theories about who Walder's ancestors might have been). We don't know yet.
Given the similarities between the names though, it looks more likely to be a Robert/Robin Arryn style change to avoid confusion.
Avoiding similar character names is a common practice in screenwriting. In fact, GRRM (who was a Film & TV screenwriter for much of his career) has said part of the reason he switched to writing novels was to break from constraints like this. From an interview in 2013:
We have the biggest cast in television, so we can't afford to add more characters. I have the biggest cast in literature, I think...
I wrote these books, never dreaming they would filmed or made. It was almost a reaction to my tenure in Hollywood. "I'm just going to do this as big as I want... To hell with those rules."
Well, having so many characters, for one. Having similar names. Stuff like that... [People said], "Never have two characters [starting] with the same letter? Certainly never have two characters with the same name." But then I'm saying, "That's so unrealistic." I mean, English history is entirely composed of Henrys and Edwards...
So he was aware he was deliberately "breaking the rules" when he knowingly gave characters the same name in the books, and is still pushing the rules by having so many characters and so many similar names in the TV show.