In the present paper, we use difference Galois theory to study the nature of the generating series counting walks in the quarter plane. These series are trivariate formal power series Q(x, y, t) that count the number of discrete paths confined in the first quadrant of the plane with a fixed directions set. While the variables x and y are associated to the ending point of the path, the variable t encodes its length. In this paper, we prove that if Q(x, y, t) does not satisfy any algebraic differential relations with respect to x or y, it does not satisfy any algebraic differential relations with respect to the parameter t. Combined with [BBMR16, DHRS18, DHRS17], we are able to characterize the t-differential transcendence of the generating series for any unweighted walk.