The best answer is separatism. A pilgrim is a person who travels from a distant land that takes a journey to a holy place. Many religious people do this to show their devotion to what and who they are believing. Just like the separatists, they travel to countries just to show their advocacy in separating from a major religious, gender, tribal or religious group.
They would want to gather and influence other people to be a part of them. And to do this, they need to get out of their town or country and visit places hundreds of miles away from their home to share their beliefs with others. In this way, they can spread their beliefs to numerous people fast.