Las,
There is indeed an inyan ‘al Pi Zohar’ – quoted by the Bes Yosef and Rema (OC 25:2) to go to shul with your talis – see below link:
http://beta.hebrewbooks.org/tursa.aspx?a=oc_x63
I figure it is not possible weekdays as the Tefilin passing Makom Tinofos etc., so it is practically done shabbos only.
There is also an halachik reason as well, as there is a machlokes about the bracha (being that you recited a bracha on the Talis Katan, if merely walking to shul is considered a ‘hefsek) .
See below a resposum from the Ben Ish Chai (Ch 5) regarding one going with a thin talis to shul.
http://www.hebrewbooks.org/pdfpager.aspx?req=1401&st=&pgnum=229
Hence, it certainly does not indicate ones preference regarding an eruv.
Personally, I go to shul wearing a talis on YT as well.