The pilgrim in the pink pyjamas serves a single purpose, to show the difference between Marlow, who is a man of action, and the detached philosophies of other Whites in the Congo, who consider themselves above crude affairs. He appears first to worry about the native attack, and takes no action when other passengers take steps to defend themselves against possible attack. Later, he appears to admonish Marlow for the steering, and is shocked to discover the steering native killed by a spear.
...I was anxious to take the wheel, the man in pink pyjamas showing himself a hopeless duffer at the business. This I did directly the simple funeral was over.
(Conrad, Heart of Darkness, gutenberg.org)
Marlow takes time to compose himself, including the symbolic gesture of changing his shoes (which had filled with the dead native's blood) and then Marlow replaces the pilgrim at steering. The comparison shows how Whites were usually not mentally prepared for the various horrors of the jungle, and how the superiority complex of many Whites gave them little advantage when confronted with the need to take quick and decisive action.
There is absolutely no relevance.