Penance

So there's a scene at the end of the film, after the Armada has been defeated, where King Philip prays publicly, surrounded by priests, and they and the Infanta turn their backs on him:

https://youtu.be/e4TZOIeCfqE?t=1m25s

I know public figures did things like this in Catholic countries (Henry II and Jane Shore did this when England was Catholic), but does this scene have any basis in fact? The only book I've read about Philip is Henry Kamen's biography from 1997, and it doesn't give the impression that he did any such thing.