I'm from the US. My experience with pilgrimages is in the US context. I lived in Santa Fe, New Mexico, where the local big pilgrimage is to El Santuario de Chimayo. Not a big ticket pilgrimage. Because of this discussion, I remembered that there's also the pilgrimage to San Juan Capistrano, https://www.rcbo.org/year-of-mercy/pilgrimage-oc-sites/ .
You say now that you are not talking about "places other than NW-Europe". Thing is, you brought up "20 centuries of Christianity", and since it took a few hundred years until Christianity reached NW Europe, I think it's fair to believe you were talking about all of Christendom.
I understand that you are talking about the practice. My point was that you see importance in the connection to 2,000 years of religious faith, but that faith has not been constant over the years. I'll quote again what I quoted earlier:
> In the late Middle Ages the congregation sat down on the job and there was a drastic change in Christian worship—perhaps the most important in history. People, in effect, became custodians of individual spaces which they occupied throughout the service, and social distinctions made some spaces more privileged than others.”
NW Europe is mostly Protestant, and it's only been 500 years since Luther. Sure, it's connected to the older Catholic faith, but that's then connected to the Jewish faith, and that is connected to the Canaanite and Babylonian religions.
Your last paragraph is absolutely true. Look at the modern druids or the Asatru, who lack the continuity with the ancient Celtic and Norse religions, or the Slavic Native Faith. I wonder why we don't have that continuity, or even good records of what it was like then. Could it be that the Christians fought hard to expunge alternate (and ancient) religious practices, and didn't want to make and preserve those records over the centuries?
Or, perhaps you could you tell me about the preservation efforts that Christians did during most of those 2,000 years, for the cultures that it replaced?
By comparison, the current secular world seems much less likely to destroy traces of what came before. There will be books, movies, art, blogs, recorded sermons and more, by the bucket-full, for those trying to understand what a late 20th century NW-European Christian life was like.