I recall reading about a French guy who did this feat back in the 19th century - without any safety harness.
Charles Blondin. He actually crossed the gorge a considerable distance downstream; Wallenda was the first to cross right at the falls. However, Blondin was notable also for crossing while pushing a wheelbarrow, balancing on a chair that was itself balancing on the rope, cooking and eating an omelet at the halfway point, and carrying another man across on his back.
Wallenda wore the tether to satisfy ABC's requirements, but he had said repeatedly that he preferred to have done the walk without the harness, and he proved he could have. Even so, it was just cool to watch. My TV is a tiny little 13-incher, and even so some of the camera work was vertiginous.
Perhaps, when you have time, you’ll read *why* he was obliged to use a safety harness. There are many interviews about it.