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.
Related Commentaries of Matthew 27:58
Matthew 27:58
58 He went to Pilate, and begged the body of Jesus. Then Pilate commanded the body to be delivered.