Pilgrim's relationship to the new ruling Salian house did not begin well, though in time he was able to navigate it so deftly that he secured three undisputed anchors of imperial power for the archbishops of Cologne for the remainder of the Middle Ages: the increasingly exclusive right to cast a vote in royal elections; the right to crown the newly elected king in Aachen cathedral; and the office of archchancellor of Italy.

This shift of focus from Lotharingian to Italian concerns would profoundly shape the future development of both the archbishop's office as well as the city of Cologne itself. Pilgrim sought one last time to sustain both interests during the election of Henry II's successor, but quickly discerned where the Salian future lay. At the election of the new German king on 4 September 1024, Pilgrim felt it incumbent upon him to lead the traditional Lotharingian faction alongside the dukes of Upper and Lower Lotharingia, who did not support the Salian Conrad (II) the Elder but, rather, selected Conrad’s paternal cousin and nephew of his wife Gisela of Swabia, known as Conrad the Younger. Not only did Pilgim therefore make public his rejection of Conrad the Elder's candidacy but he further offended the latter by departing before the election began and without even bidding the newly elected king farewell. Pilgrim even effected a falling out with his own uncle, Archbishop Aribo of Mainz, who had presided over the electoral proceedings, had cast the first vote for Conrad (II) the Elder, and had even crowned him in Mainz cathedral on 8 September 1024. Indeed, Aribo outpaced Pilgrim as the most powerful imperial prince when Conrad rewarded him with the office of archchancellor of Italy along with his traditional office of archchancellor of Germany. It seemed at this juncture that Pilgrim's imperial career was destined to repeat that of his predecessor Archbishop Heribert.

Yet the archbishop of Cologne's commitment to Lotharingian politics was much less firm than his Rhineland Ezzonid ties to imperial affairs. He shrewdly found an opening for reconciliation with the Salian monarch by virtue of Aribo's firm (and in hindsight rather puzzling) refusal to crown Conrad's wife Gisela of Swabia as queen.