The Shikoku pilgrimage is like anything else in life - what you get out of it depends largely on what you bring to it. In many ways, it is a micro-version of your larger life.
Simply walking around the island might improve your physical health but it won't make you a better person and probably won't give you much insight into your life. Like learning a foreign language, just listening to people speak will not give you the ability to converse with them. Some effort is required to pay attention to sound, meaning, and order, and then practice producing what you have been consuming.
So with the pilgrimage. If you want to make a spiritual discovery, you have to make some spiritual effort. Like the pilgrimage's spiritual mentor, Kobo Daishi, you have to live simply, cut yourself off from your typical routine, say prayers, chant mantras, make offerings, and meditate. Then something might come.
But treating the walk like your job, which you do eight hours and then set aside at the end of the day, is most surely not the way to find spiritual insight.
I write this as criticism of no one in particular except myself. After a few weeks on the road I find myself looking back, or looking forward, but not paying attention to now. It's easy to slip back into old ways and lose focus, particularly when you arrive in a city after a long walk through the countryside. There are so many distractions, from the beautiful young ladies that turn your head, to the huge number of restaurants and bars, the mind-numbing wasteland of network television, and the endless stream of trivia on the internet.
I understand now why ascetics of all religions suggest that serious practitioners isolate themselves from human communities.