Parable, Quest
In a way, The Pilgrim's Progress unites two things that might not otherwise seem to go together: adventure stories and religion. But hey, there are lots of great things that seem like they shouldn't mix well and do: peanut butter and bacon, chili and chocolate, and princess-y popular girls and bad-boy delinquents.
This "you combined what now?" response was also a part of Bunyan's whole idea, as he explains in the Apology. The really engaging elements of a death-defying, goal-seeking journey help him to present moral and spiritual dangers in a more captivating way.
Sin, hypocrisy, vanity, despair—by making these moral ideas into real flesh-and-blood threats, Bunyan is able to get his readers pumped up. For a Puritan, after all, these sins and the prospect of hell are even more dangerous than physical blows to the body.