Well why not?
I'm doing this for many reasons. Firstly I was inspired after reading a book and finding out about other pilgrimage routes in Spain. It seems like a good way to explore this fantastic country. Taking time to enjoy the countryside, meet people and practice speaking Spanish without an Andalucian accent.
I will be improving my fitness. I'll also be learning new skills with a view to living 100% self-sufficiently at some time in the future.
I'll be visiting and meeting interesting people to interview. I'll be visiting some interesting places to document photographically. May even record music happenings on sound, if not video.
I'll be escaping the commercial world and effects of recession for as long as I can. Living on minimal income - something that actually teaches you how to enjoy life on a completely different level.
All sorts of reasons. I imagine some of the best reasons for going on a pilgrimage are reasons I haven't yet thought about. I may even find God, but I doubt that very much.