From Sahih Muslim (Hadith 3082):
Urwa b. Zubair reported:I asked 'A'isha (Allah be pleased with her) ; the rest of the hadith is the same. And in this hadith (these words are also found):" When they (the Companions of the Holy Prophet) asked Allah's Messenger (ﷺ) about this, they said: Messenger of Allah, we felt reluctant to circumambulate between al-Safa' and al-Marwa. Then Allah, the Exalted and Majestic, revealed this verse:" Verily al-Safa' and al-Marwa are among the Signs of. Allah so he who perform Hajj or Umra it is no sin on him if he should circumambulate between them. 'A'isha (Allah be pleased with her) said: Allah's Messenger (ﷺ) laid down this Sa'i between them as Sunnah (of the Holy Prophet). So it is not advisable for anyone to abandon this Sa'i between them
Reference: Muslim 3082