The map shows the quest marker but clicking on the book does nothing. I remember doing this sidequest before, which explains the chest being open.
Footage
https://www.reddit.com/r/diablo4/comments/1jfkbsh/is_this_bugged_the_pilgrims_footsteps_sidequest/
I think I just hit the same thing.
I’ve been farming the drop quests in Kehj for like 2 weeks straight now trying to find my last quest, only to stumble up on the book with the blue exclamation. Clicking on it didn’t add any quest, and going to the statue there is already the chest there opened, and doing the emote doesn’t do anything.
Strangely I tried some things like disabling cross play and trying on different difficulty, and now the book no longer shows the exclamation on my minimap, so it’s not clear if this is actually the one missing or not?