A quick comparison reveals a similar set of figures, walking in the same direction and with a relatively similar pose. The final painting then added much more peripheral detail as well as the colours brought into all of his oil paintings. Figurative sketches have been used by artists for centuries to practice and perfect depictions of the human anatomy, an artistic genre that is famously challenging to master.
The was completed using pen and ink leaving a somewhat drab finish, perhaps, compared to the final painting but that shouldn't take away from the importance of this stage of artistic production. Bruegel did not want to commence the final piece until sure in his own mind of how the figures would. be constructed. Significant amendments to an inprogress painting will always be far harder to achieve than simply adjusting drawings or creating new study sketches.
The figurative portraits of Bruegel were an essential part of his signature style, though in many cases they were relatively small and spread across landscaped scenes of activity. In later life he would perhaps produce fewer figures in his work, but larger - allowing him to add substantially more detail to each. Perhaps this sketch fits into that category, where he made used of just a few pilgrims making their way across the scene.