John 19:9

This explains why Pilate asked Jesus where He had come from. Jesus did not answer him. Jesus’ silence undoubtedly increased Pilate’s uneasiness. Jesus had earlier refused to answer questions from Caiaphas, Pilate, and Herod (Matthew 26:63; Matthew 27:14; Mark 14:61; Mark 15:5; Luke 23:9; cf. Isaiah 53:7). He probably did not respond here because Pilate had already showed that he had no real interest in the truth. He only wanted to do what was personally expedient.

Moreover the answer to this question in Jesus’ case was quite complex. Pilate had shown little patience with Jesus’ explanation about His otherworldly kingdom. He would hardly have been more receptive to what Jesus might say about His otherworldly origin. The decision Pilate faced was clear-cut. Should he release this innocent man or not? The question of Jesus’ origin was irrelevant.