There's a little nuance hidden in this phrase that you may or may not be familiar with. The fact that there's no definite article, indicates that this is a buddhist on his way to practice his faith, not a tourist going to visit a temple in Thailand, which would be "on the way to THE Thai temple." By analogy, a member of a congregation speaks of being on his way to church, whereas a tourist in Barcelona on his way to visit La Sagrada Familia, speaks of being on his way to the church.