Religious marches are an excellent practice. A friend from Poland who I met quite a few years after she came to the US had her life change after attending some kind of youth march in Poland when the Polish pope was there.
Religious marches are also very tradition in Hinduism. Not just one specific days or anniversaries, but also personal treks in holy places and so on.
Any practice that helps a person “do” their faith and increase their devotion to God is a very good thing.
I can dig processions and pilgrimages, though I can't walk so sturdily anymore. Yet, come to think of it, you always see people with canes, crutches, and wheelchairs in these religious exertions and excursions.
It shows a truly inspiring devotion.