If Sai Baba knew everything and told Cholkar 'I am indeed with you' no matter where he was, why did Cholkar have to physically travel to Shirdi to fulfill his vow?

This is a profound point addressed by the story's structure in Chapter 15. While Sai Baba is indeed omnipresent, as he states, 'Even if my body is here, and you are beyond the seven seas, Whatever you do there, I know it instantly,' the physical act of pilgrimage and vow fulfillment holds significant importance for the devotee. Cholkar made a specific vow to 'present myself at your feet' and distribute sugar candy. Fulfilling this required the physical journey. It was through this act of devotion and the subsequent personal experience—Baba revealing his knowledge of the secret sugar renunciation—that Cholkar's faith was fully confirmed. The journey and physical darshan served as the tangible means for Cholkar to experience Baba's intangible, all-pervading nature and receive his grace directly.