He went to Pilate - Because no one had a right to remove the body but by authority of the magistrate. Jesus was condemned to be crucified, usually a long and most bitter death, and in common cases it would have been unlawful to have removed the body so soon.

Begged the body - That he might bury it honorably otherwise, by the Jewish customs, he would have either been burned, or buried in the common place appointed for executed criminals.

He went to Pilate,.... To his house where he lived, and went in, as Mark says, Mark 15:43, boldly; not being ashamed of Christ crucified, or afraid to own him, and show his respect to him as dead, though he knew he should incur the displeasure, reproach, and persecution of the Jews:
and begged the body of Jesus; which could not be taken down and interred, without the leave of the Roman governor; and which was generally granted to the friends of the deceased, when asked; otherwise they were buried in places (l) appointed for such persons,
See Gill on Matthew 27:33. And this would have been the case of Christ, had not Joseph craved his body; and which he did, to prevent its being abused by the Jews, and interred in such an ignominious manner:
then Pilate commanded the body to be delivered; to Joseph, after he had understood by the centurion that Jesus was dead, which he at first could not tell how to believe, and marvelled at it,
Mark 15:44. Joseph might the more easily obtain his request, as he was a person of character and riches; and because Pilate himself had a good opinion of Jesus, and of his innocence, as well as his wife was much in his favour: so that Joseph had no difficulty to obtain the body of Christ; but as soon as he asked, he had the favour granted, and orders were given to the centurion and his soldiers, to deliver it to him,
(l) See Misn. Sanhedrin, c. 6. sect. 5, 6. Maimon. Hilch. Sanhedrin, c. 14. sect. 9.

Asked for the body of Jesus. Usually, the Romans suffered the crucified to remain unburied, but Joseph, to prevent this, or any abuse of the sacred body, begged it of Pilate. The latter consented readily, probably anxious for respect for the body of him whom he vainly sought to save from death.