The whole chapter is about innocence, in an interesting way -- not just Lulu's, although that bright smile is rather heartwrenching to me, since she doesn't show it often later. Grumpy Auron has such small things to worry about: a blitzball attack from Jecht, more ribbing. Jecht is off to party. Only Braska really seems to realize what's coming. I like the subtle hint that he's slipping off to taste the feel of each place he travels, as Yuna did, knowing he'll be giving his life for it.
I'm just babbling here; anyway, I'm really enjoying your glimpses of the earlier pilgrimage, and the hints of what's to come.