It is astonishing to know that your place of pilgrimage is forbidden for me. As you have been able to see, I am completely baffled!
As far as I am concerned, I have found nothing in the Bible saying we are obliged to go on pilgrimage. In any case, we can say that for us, Christians, pilgrimage is the path along which God leads us to know Him, to spend time with Him and to live in a special relationship with Him.
Therefore I do not have much to say on this subject.