From a purely human viewpoint, we walk together as social beings. While we walk, certain human conditions exist. While we might aspire to wholly spiritual higher realms, God has made us social beings, and so communicates to us through these social realities:
From an anthropological perspective, the procession should make it evident that it is “a commonly undertaken journey”. The participants join in the same atmosphere of prayer and are united in singing, and concentrated on arriving a the same goal. Thus the faithful feel united with each other, and intent in giving concrete expression to their Christian commitment throughout the journey of life.
The Directory on Popular Piety and the Liturgy is online at the Vatican site.