However, I have never in 50 years of traveling, been asked for evidence of either my exit ticket or my finances.
This used to happen to me regularly enough. The last time I can recall was about six years ago when my wife and I had a slightly more complex itinerary that crossed Schengen borders several times. A similar thing happened about a decade before that when travelling in southern Africa, where I had crossed several land borders, and then flown back to Johannesburg.
As a matter of practice, we now always book return flights when travelling overseas from Australia, so it has never been an issue providing that evidence.
Thus far, it has never happened when I have been travelling to do a pilgrimage, but that isn't evidence that it won't, just a personal anecdote. To reflect
@Kathar1na's most recent post, you should be prepared to provide some evidence that you are either leaving or can support yourself while you are in the country you are travelling to.