Because the exercise regime is named after its founder, who was German. (Pontius Pilate's name does rhyme with pirate, as far as I've ever heard.)
squib from google search: "Around 1914, Joseph Pilates was a performer and a boxer living in England.... He taught ...the concepts and exercises developed over 20 years of self-study and apprenticeship in yoga, Zen, and ancient Greek and Roman physical regimens....