If Yom Kippur is the holiest day of the year, why is it not a "pilgrimage festival?" I look forward to and appreciate your response. Shalom.

One purpose of the three pilgrimage festivals was to involve the entire people, through the joyous sacrifices they were obligated to bring on the festival, in the operation of the Temple (Sefer HaChinuch 489). This participation was not possible on Yom Kippur both because of halacha and because of the nature of the day.