I lost weight doing NROL4W as well. Although when I started I did add some walking (quite slow, 60-90 mins a number of days) this was because I was pretty much stuck in the house all day. I wasn't working, it was a cold winter, I avoided going out. Since I was just sitting around the house I added the walking just to DO something.
My guess is that you can add as little or as much cardio as you would like, however, as long as you're still making gains. Also look for signs that you're doing too much on too little fuel (slower recovery after lifting, too tired to do other things, etc.).