After being so disappointed, why did Damu Anna decide to travel to Shirdi to see Baba in person?

Although Damu Anna was initially crestfallen by Sai Baba's reply, his decision to visit Shirdi was prompted by a specific suggestion. Chapter 25 explains that the reply letter also hinted, "There is a difference between hearing and seeing; you should come here in person." Following this advice from Madhavrao (Shama), Damu Anna felt it was the right thing to do. He went to Shirdi holding onto the hope that there might be a benefit in a personal visit and that, just maybe, Baba would grant him the permission he sought once he was there.