this story is as per the legends surrounding the skulls, sadly no one knows the truth. one research found out that DNAs in the skull have ancestry roots in Iran. So they could be from of the invading armies too. What is surprising is that If they were pilgrims travelling, they would have found utensils or other artefacts, which i assume they didn't because the first guess was that they could be Japanese soldiers. My hypothesis will be that this could have been a place for carrying out sentence. hence no artefacts and same mode of death for all.