Your feet may be extremely clean, lovely, and fungus-free, but that doesn't mean that everyone's feet are pristine. In my years of teaching pilates I have been confronted by feet that should never have been allowed free reign in public. Callouses, thick yellow toe nails, foot odor, toe crusties, and other things too disgusting to mention.
We all know that locker room floors and showers are prime locations to pick up athlete's foot, plantar's warts, and other fungal infections. A pilates or yoga studio's floor, mats, and other equipment are the same. While most studios are extremely clean, some are not.
In a gym environment you can drop a weight and break your foot. In a pilates or yoga studio you can also step on random objects, slip on a wet floor, or get your foot caught in something. By the same token, socks can be even more slippery. Slippery is NOT something you want when practicing either yoga or pilates.
Anytime I have tried to take a pilates session with regular socks on I have been disappointed. The socks slip on most pilates equipment, and for some of the advanced reformer exercises this can be scary!
I remember when the first Toe Socks came out (showing my age again). I found them to be distinctly uncomfortable - way to heavy with the toe separation too tight and extreme. Today's Pilates ToeSox are completely different, coming in both full and half toe coverage with a non-slip sole and "a horizontal stripe at the metatarsal head (where your foot and toes meet) that offers a visual cue for proper foot alignment during reformer, cadillac and mat workouts." I have personally not tested ToeSox, but I have several clients who swear by them! At only $15 per pair it is worth checking them out.
For those who want more of a slipper-like foot cover, pilates teacher Anabel Garver developed TheShu. I have TheShu in black cotton/lycra and I love the fact that they are so small I can toss them in my bag or a pocket. Plus, I have worn them for yoga class and for full-on advanced reformer classes and I have not slipped once. TheShu is non-slip and washable, comes in many color and fabric combinations, and can go right into the gym shower with you after class. At about $29 per pair they are inexpensive enough that you can buy several.