While it is true that God can be worshiped from anywhere, it is also true that he manifests his presence in a special way in certain places. It is profitable to visit these places as a way of signifying one's desire to commemorate what God has done and to draw closer to him in one's heart.
The custom of setting up memorials at places where God has specially manifested his presence goes back to the book of Genesis. Jacob set up a stone memorial of God's appearance to him in a dream at the place that came to be known as Beth-EI ("House of God"). This is just one example of many. The greatest Old Testament example of a memorial of God's presence is the Temple in Jerusalem.
After memorials of God's presence and deeds are established, we see them being visited by God's people. Indeed, such visits could even be required. Thus, for example, all the men of ancient Israel were required as part of their religious duties to make a pilgrimage to Jerusalem three times a year for certain feasts.
While we are no longer under the Old Testament Law and are not required to go on pilgrimages, human nature has not changed. The same impulse that made pilgrimages profitable for people then still operates in our hearts today, for it was God who built the impulse into our hearts.
Ask your friends this: "If you could visit the Tomb of Christ or visit Golgotha, would you? Would it be spiritually profitable for you to see these places and honor God's saving deeds? Would you feel closer to God as a result?" If they answer yes, then they have just endorsed the idea of a pilgrimage. If they say no, something is wrong in their hearts.