We don't, because we don't know how or when Pilate died.
Our fullest source on Pilate's term as prefect of Judaea, Josephus' Jewish Antiquities, reports only that Pilate was send back to Rome after he savagely repressed a Samaritan revolt in 36 CE:
"But when this tumult [The Samaritan revolt] was appeased, the Samaritan assembly sent an embassy to Vitellius, a man that had been consul, and who was now governor of Syria, and accused Pilate of the murder of those that were killed.....So Vitellius sent Marcellus, a friend of his, to take care of the affairs of Judea, and ordered Pilate to go to Rome, to answer before the emperor [Tiberius] to the accusations of the Jews. So Pilate, who had been in Judea for ten years, now made haste to Rome in obedience to the orders of Vitellius, whom he dared not contradict; but before he could get to Rome, Tiberius was dead." (18.4.2)
With this, Pilate disappears from the historical record.
Later Christian traditions, however, assigned one of two fates to Pilate.
According to most authors (e.g. Eusebius, Jerome), he committed suicide, wracked with guilt for his condemnation of Jesus.
A few later traditions, however, reported that Pilate was executed by Caligula (or some other emperor) for condemning Jesus. A notable example, the Paradosis Pilati, can be read in translation on pages 208-11 of this book. Probably the most colorful account is the Mors Pilati (translated on pg. 217 of the linked book), which records that Pilate was bound to a great stone and cast into the Tiber; but when, Rasputin-like, he refused to die, he was hauled out of the Tiber, trucked to Gaul, and drowned again in the Rhone River. When he continued to cause problems there, he was moved again to a remote mountain lake, where (we are assured) "diabolical machinations" still occur around his grave.
Sources
Prosopographia imperii romani saec I. II. III, Vol. 3 (1898), P 607 (Pontius Pilatus)
J. K. Elliott (ed.), The Apocryphal New Testament (Oxford, 1993)
Emil Schürer, Geschichte des jüdischen Volkes im Zeitalter Jesu Christi, Vol. 1 (1886), 412-13, footnote 139 (it is an extremely detailed footnote)