That's because the on_pilgrimage trait disallows the title. Open 00_minor_titles.txt and change line 211 from
NOT = { is_inaccessible_trigger = yes }
to
OR = { NOT = { is_inaccessible_trigger = yes } trait = on_pilgrimage
(actually, I'd recommend making a custom trait to that effect instead of using a vanilla one, if this is going to be something more than a quick test).
Thanks for the advice. I created a trait, with pilgrimage = yes to it, and added it as an exception to the commander minor title as you said, sadly it still doesn't work. The next day the trait is added the commander is automatically removed from the army, but the trait remains (there is an event to remove the trait when a character with it is at peace or is no more in command), and so the regency.