Cardio pilates is a fitness program in which specific kinds of cardio activities are added to a pilates routine. Conventional pilates focuses on range of motion, muscle work, and flexibility, but does not traditionally offer a lot of cardio training.Adding cardio to pilates ensures that fitness participants can get the benefits of a heightened heart rate while enjoying pilates activities.onventional pilates focuses on range of motion, muscle work, and flexibility, but does not traditionally offer a lot of cardio training. Adding cardio to pilates ensures that fitness participants can get the benefits of a heightened heart rate while enjoying pilates activities.