Well..... I'm not sure if there's a hard and fast answer for that, but my knee jerk response is yes. Pilates is good, it's great, as a matter of fact. I have this really intense love/hate relationship with it.
But lifting is a whole different animal. I'm sure there are a bunch of folks here on the site who can give you the low-down on why and how. You might want to hit the Ladies (and Gents) Who Lift section. There are a bunch of folks there who do both pilates and weight training.
Beyond the practical reasons, personally, I just LOVE being able to lift. I think it's a macho female thing though.