Why do Christians go on pilgrimages? Several reasons. First, to enrich our imagination. When I first went to Israel, I spent a day sitting along the shore of the Sea of Galilee. I looked across the lake to the same brown hills that Jesus would have seen. The sun was warm, and there were two fishing boats with gray sails out on the water. All at once I could imagine Jesus standing in a fishing boat, a little way out on the lake, teaching the crowds on the shore and giving them hope. Now years later, remembering that scene helps my imagination live into the Gospel Story.
Second, pilgrimages remind us that God works in specific times and places. Christianity is not an abstract philosophy...