On the contrary, I don't think that pilot episodes are often unaired. They are usually aired as a show's first episode unless there are issues with the production quality, the cast, or similar.
Most pilots are never publicly screened if they fail to sell a series. If a series eventuates, pilots are usually – but not always – broadcast as the introductory episode of the series.
A pilot episode is generally the first episode of a new show, shown to the heads of the studio to whom it is marketed.
Even when a show is picked up and given a timeslot, there is no guarantee that a pilot will ever reach the air. They often do, usually as the premiere.
Reasons why a pilot might be unaired include:
- Low production quality: Some pilots are created on shoestring budgets and might not be able to afford the lavish sets and technology required for prime-time television. They are effectively demos. The pilot for the quiz show, QI, is a representative example.
- Change in cast: The cast used during the pilot might not have been available for the main series. Wikipedia throws up Gilligan's Island and Temple Houston as examples.
- Change in script: The network might have been satisfied with the feasibility of a project, but required changes to the script which necessitated a complete reshoot for the first episode. The pilot for Gilligan's Island serves as an example here too.