The pilgrim arc didn't generate enough interest on the novels they wanted to release. It would probably be better to explore other aspects of the rich universe of Wing Commander.
That’s not to deny the existence of that storyline. But just like ATOC didn’t even mention midichlorians, another WC movie or TV series should not revisit the Pilgrim story. Besides, there’s nowhere to go with that story arc, it pretty much ended on the movie. After that, there’s WCA and WC1, where Blair being a pilgrim wasn't, as far as we can tell, a relevant factor.