In his Letter to Friends and Benefactors from Nov. 21, 2015, Bp. Fellay wrote:
"When Archbishop Lefebvre, who with the whole of his seminary of Econe, went to Rome during the Holy Year of 1975, it was not to celebrate the Council's tenth anniversary, even though Paul Vl has mentioned that anniversary in the Bull of indiction. Rather, it was an opportunity to profess our Romanitas, our attachment to the Holy See, to the Pope, as the successor of Peter, has the power of the keys."
Well, I looked up what I could of the SSPX pilgrimage from 1975, there's no indication whatsoever that the reason that +ABL went on the pilgrimage was to profess his attachment to the pope and Holy See. Rather, the SSPX Pilgrimage, led by Archbishop Lefebvre, was called, "The Credo Pilgrimage," which of course implies that it was about a profession of the Catholic Faith.
Archbishop Lefebvre gave a lengthy sermon which was preached in the Basilica of Maxentius on 25 May, 1975. Here is the last paragraph of the sermon, which is worth reading in its entirety:
"So, may our presence here in Rome be an occasion for us to strengthen our faith, to have, if necessary, the souls of martyrs, the souls of witnesses of Our Lord Jesus Christ, witnesses of the Church. Here is what I wish for you, my most dear brethren, and in this we must be unflinching, whatever happens. We must never agree to diminish our faith; even if by misfortune it were to happen that those who ought to defend our faith came to tell us to diminish or lessen our faith, we must say: "NO." Saint Paul put this very well: "Though we, or an angel of heaven, preach a Gospel to you besides that which we have preached to you, let him be anathema." Well, that, I think, sums up clearly what I intended to say to you, so that when you return to your homes you may have the courage, the strength, despite difficulties, despite trials, to remain true to your faith, come what may, to uphold it for yourselves, your children, and future generations, the faith which our Jesus Christ gave to us; so that the pathway to heaven will still have many pilgrims, that it maty still be crowded with people on their journey upwards, so that it may not be a deserted byway, while on the other hand, the road leading to hell is filled with those who did not believe in our Lord Jesus Christ, or who rejected Him. We must think on these things, because it is what our lord told us: "If we do not believe, we shall be condemned.""
Here is a link to the SSPX Asia website, which has the article originally published by the Remnant, which details the pilgrimage, and contains the sermon. It was also, I think, part of +ABL book, Apologia. Scroll about a third of the way down to see read the sermon, which is titled, "The One True Religion." The link may end up disappearing, so it might be a good idea to save it:
http://www.sspxasia.com/Docuмents/Archbishop-Lefebvre/Apologia/Vol_one/Chapter_6.htm