God offers us mercy on the journey. If we are wise, we will accept the offer.
Penitential dimension. Pilgrimage is also a journey of conversion: in journeying towards a shrine the pilgrim moves from a realization of (her or) his own sinfulness and of (her or) his attachment to ephemeral and unnecessary things to interior freedom and an understanding of the deeper meaning of life. As has already been said, a visit to a shrine can be a propitious occasion for the faithful and is often undertaken in order to avail of the Sacrament of Penance(Cf., supra n. 267). In the past – as in our own times – pilgrimage itself has been seen as a penitential act.
This makes absolute sense from a simply human perspective. When we travel, we are quite often out of our comfort zone. Distractions fall away. We might grow weary on the road, and so reach a destination thankful to see loved ones we might have grumbled about. We are dependent on others: for direction, for aid, for food and shelter. Our illusions are not always faithful companions when on the journey.
When the pilgrim returns from a genuine pilgrimage, he does so with the intention of “amending his life”, and ordering it more closely to God, and to live in a more transcendent way.
The Directory on Popular Piety and the Liturgy is online at the Vatican site.