I think it's known that some intransitive verbs can take を particle and be used as transitive verbs such as for example 「私のことを分かってくれない」. While using 分かる transitively would require specific scenarios or patterns, from the point of view of an English speaker it just naturally makes sense, for the reason that "understand" is a transitive English verb.
On the other hand, there are verbs that are naturally intransitive in both Japanese and English, that simply do not make sense to assign any noun objects, like 死ぬ and "to die". There is no way to imagine "Subject dies object", both in English and Japanese, unless if we modify it to "Subject allows/makes object to die" but that would change the main verb in question, again, both in English and Japanese.
At first I thought 行く and 来る are parts of those naturally intransitive verbs, since there is no way for "Subject goes object" or "Subject comes object". And then I found a proverb 「天馬空を行く」, which made me look up "を行く" on Google. The result? 8.75 millions results. "を来る" has 243K results which are a lot less but still a significant figure that shows that out there, 行く and 来る are used with を. However, my thought still remains, that there is no way for "subject goes object". Looking at sample usages, there seems to be a pattern of the nouns that are modified by "を行く" are roads, path etc, but imagining it in English as "to apply the act of going onto the road as the object" doesn't work to me. "を来る" does not even have any pattern that can be seen among the sample noun objects.
Examples from Google results:
So, how do we make sense of 「を行く」 and 「を来る」?
diein English, you can make it transitive. The object in these constructions are called cognate objects.
He died a miserable death.