It's practical. One of the great advantages of Stoicism is that it is practical. It has practical steps that you can follow. Shugendo is the same, although I think it might be a bit more extreme, but I guess that really depends on how serious you are, or how much you follow Hansei Hanzoku.

Hansei Hanzoku: Half Sacred, Half Secular = More empathy

In Shugendo, or at least for the Yamabushi of the Dewa Sanzan, there is a concept called Hansei Hanzoku. This concept literally translated means half sacred, half secular, and alludes to the fact that Yamabushi typically aren't full-time Yamabushi. There used to be full-time Yamabushi who lived on Mt. Haguro, and in other places around Japan, but these days there aren't any, at least that I know of. But if you go to the base of Mt. Haguro, the Yamabushi that run the pilgrim lodges are living Hansei Hanzoku. They run the pilgrim lodges, and to do that you must be a Yamabushi, but at the same time, they also have normal jobs and normal lives. It's more like they're normal people, but they just happen to be Yamabushi.

This is similar to Marcus Aurelius spending one day a month in the scantiest of clad, eating the simplest of meals, sometimes forgoing meals, which is exactly what Yamabushi do during training. Marcus Aurelius' habit of doing this is to remind himself that he could survive in such a world. For me, this aspect of asceticism is a reminder of the comforts of real life, and that helps me appreciate the mundane more. This appreciation then leads to my Ikigai, my will, want, or desire to live.

Yamabushi also have this concept of Hansei Hanzoku to better relate to, and empathise with, the everyday person. Having an innate understanding of both means you are better able to connect to both kinds of people, which Stoicism is succinctly able to do as well.