Is it assur to cross on a Don’t Walk? Does Hashem really want me to waste time when there are no cars in sight?
Hashem wants you to keep yourself as safe as possible [Kitzur Shulchan Aruch 32:1]. Crossing a road on a red light is not safe. Besides that, it is Halachacly required to follow the law of the land, if it is illegal to cross a red light - it is Halachachly problematic as well.