At the end of Pilgrims, the one female character (Rachel) tells the two male characters (Will and Dan) that they are not needed any more. It's symbolic of the journey the character has taken on behalf of her gender throughout the play, which is told in a non-linear way, but still very definitely ends at the end (but with a new beginning).
Because Rachel does not want to be a character in somebody else's story; she wants to tell the story herself. As part of the PhD she hopes to study she is looking at the representation of women in folk tales and ballads, decrying the fact the woman (usually called Nancy) is always left at home, waving a handkerchief as her "brave and adventurous" love sails off into danger and excitement, leaving her alone on the shore. But she secretly wants to go with him and share those adventures, or even have them in his place.
