It is done many places. It’s not about your respect of the dead person, it’s about being polite (respectful) to the living people who did know and who are mourning the dead person. Letting them move as an uninterrupted group to the burial site of the person they loved is just kindness. If it’s the custom of the people around you, it’s worth a few minutes of your time to be neighborly.
Discussion
It isn't about interruption their procession, in most cases that is illegal. But if you are driving in the opposite direction there is no need to pull over. It makes absolutely no sense.
Many cultural customs don’t make sense to outsiders. Life is usually more enjoyable when you adopt some of the customs of the place you live though. Or, you can be the heartless outsider, no one cares that much😁