Some worshipper sage did worship sitting at some place or near some body of water, or exhibited his spiritual power. After making earnings of his worship, he took it with him and went to the lok (place) of his favoured deity. That place of worship later became known as a "Place of Pilgrimage". Now if someone goes to see that place where some worshipper used to live and did welfare of many, that place is of no use anymore as there is no saint living there who would give initiation or provide benefit. He has left after making his earnings.
Please think: - Please consider places of pilgrimage as mortar and pestle (used for grinding substances and medicines). A person borrowed a mortar and pestle from his neighbour. He ground some fragrant material / herbs in it, and returned it after washing. The room in which the mortar and pestle was kept, a fragrance started coming in that room. The members of the family wondered where the fragrance was coming from, and found that it was coming from the mortar and pestle. They understood that the neighbour had borrowed it; he must have ground some aromatic substance. After a few days that fragrance also stopped coming.
Likewise, consider a place of pilgrimage as a situation similar to mortar and pestle. A person ground some aromatic substance and returned the empty mortar and pestle to the person he borrowed it from. Now if the other person just by smelling that mortar and pestle becomes contented, then it is his foolishness. To attain the full benefit he too will also have to get hold of the actual fragrant material.
Similarly, a holy soul living at some "Place of pilgrimage" after grinding the material of "Name of God" and wiping it off, took all his earnings with him. Later, if the ignorant devotees just by going to that place consider it to be their welfare, then it is their naivety and is due to the result of the baseless way of worship told by their guides (gurus).
Welfare is possible only by doing worship of God rather than visiting a place of pilgrimage. For that one has to find a Tatvdarshi Saint and then take initiation (updesh) from him and then by doing worship throughout life, one can attain salvation. This scripture-based true way of worship is available with Satguru Rampal Ji Maharaj. Please obtain it free-of-cost.