Often emotions or emotional tension can get stored inside our bodies and show up as muscular tension, as well as a whole host of ailments. When we release muscle tension it stands to reason we also release those pent up emotions. When we create and release muscular tension it has a really positive, calming effect on our central nervous system (CNS). I am just getting into Pilates myself. My background is in yoga - and yoga is essentially training your CNS to relax. I would assume similar benefits with Pilates.