Pilate … was even more afraid: Pilate was superstitious, and stories of gods appearing in the world were not uncommon (Acts 14:11). He sensed more than a political fight was happening, so he asked Jesus, "Where are you from?" Pilate was not asking where Jesus was born. He was asking if Jesus was a divine man who came down from heaven.
Why Jesus did not answer is uncertain. Perhaps Pilate would not have understood that true power comes only from God, who had empowered Jesus (compare John 19:11).