The reason is what Communion means. The bishops' guidelines, printed in many missalettes, welcome fellow Christians to the celebration as brothers and sisters, and explain that Catholics hold the Eucharist to be a sign of a oneness of faith, life and worship that divided Christians do not yet share. Receiving together would say something that is not yet true.

The law itself is canon 844. Catholic ministers give the sacraments licitly to Catholics alone (§1). Members of the Eastern Churches not in full communion, and of churches the Apostolic See judges to be in the same condition, may receive the Eucharist if they ask on their own and are properly disposed (§3); the guidelines add that members of the Orthodox Churches, the Assyrian Church of the East and the Polish National Catholic Church are urged to respect the discipline of their own Churches. Other baptized Christians may receive in danger of death, or in another grave necessity in the judgment of the diocesan bishop or the conference of bishops, and only if they cannot approach a minister of their own community, ask on their own, manifest Catholic faith in the sacrament and are properly disposed (§4). Canon 842 adds that a person who is not baptized cannot receive any other sacrament.

Good to know on a pilgrimage: Mass is usually celebrated every day, so this comes up every day, and it is entirely ordinary to stay in your seat while others go forward. Nobody is checked or questioned. The grave-necessity exception is a judgment for the bishop, not something a tour leader or the priest at the altar settles on the spot, so if you think your situation is unusual, speak with the priest privately beforehand.