Some people think that Pilates is all about holding your abdominals in all the time. After all, Pilates is supposed to give you strong abdominals, right?
Holding the tummy in will indeed give one the appearance of a flat tummy but the effect is extremely temporal. Longer term the habit of "sucking your tummy in" will cause the abdominal muscles to work much less hard. And functionally they will weaken. So it is not a good idea to hold everything in. Why is that?
A strong muscle is one that contracts when needed, and relax when needed, without you having to think about it. If we consciously hold the belly in all the time, eventually, it will not know how to relax anymore. Deep abdominal muscles need to quickly respond to all movement demands. If we train them to be held, they will also not know how to engage correctly and quickly when we need to do heavier tasks, such as lifting heavy loads, to give our body stability.
I teach my clients to work with their breath and access the working of their abdominal muscles more appropriately - eventually, without having to think about it. I
never encourage anyone to suck the tummy in.