Pilates is a mind-body exercise discipline. It utilises the breath as the bridge between what you do with your body and how your mind focuses in the moment of action.
During daily life or even other forms of exercise, the breath is not emphasised the way it is during a Pilates session.
This can improve your concentration, because when you perform the Pilates exercises with attention to detail - what the breath is doing, what the muscle action is doing, the coordination of the body, and the awareness and direction of the mind. The bonus - this work does not stop when you leave your Pilates mat. The focus you build during your workout will stay with you, to further enhance your focus and concentration in your daily life.