A liturgist appreciates this dimension:
Worship dimension. Pilgrimage is essentially an act of worship: a pilgrim goes to a shrine to encounter God, to be in His presence, and to offer Him adoration in worship, and to open his heart to Him.
During his visit to the shrine, the pilgrim completes many acts of worship which are properly Liturgical or drawn from popular piety. He (or she) performs different kind of prayers: prayers of praise and adoration to the Lord for his goodness and holiness; prayers of thanksgiving for the gifts he has given; prayers in discharge of a vow; prayers imploring the graces necessary in life; prayers asking for forgiveness of sins committed.
Pilgrimage is indeed liturgy, and I would say not only at the destination, but on the way. I think it about more than the imitation of a procession. Liturgy and pilgrimage share many aspects: dialogues, litanies, silences, singing, responding, an exchange of gifts, and much of this can be ritualized.
Sisters and brothers who have gone before us are part of our observances:
Frequently, the pilgrim’s prayers are directed to Our Lady, or to the Angels and Saints who are regarded as powerful intercessors with God. The icons venerated at pilgrim shrines are signs of the presence of the Mother of God and the Saints who surround the Lord in his glory, “living for ever to intercede for us” (Hb 7, 25), and always present in the community gathered in his name (cf Mt 18, 20; 28, 20). Sacred images, whether of Christ, his Mother, the Angels and Saints, are signs of the divine presence and of God’s provident love; they bear witness to the prayers of generations raised up to God in supplication, to the sighs of the afflicted, and to the thankful joy of those who have received grace and mercy.
The Directory on Popular Piety and the Liturgy is online at the Vatican site.