Classical Yoga assumes an ultimate reality.  The goal is to come in tune with what they call the Absolute Impersonal Divine.  Understand that this is demonic.  The Absolute Almighty God is not impersonal.

Exercise is a fine thing to do.  Sometimes, the religious aspect of Yoga is brought along as part of the exercise.  It is taught in the class, though the person teaching the class may not even be aware of what they are doing.  This is also true of simple classes in relaxation or karate or judo.  Many aspects of life are tied to ancient demon-worshipping religions.  And the demonic portion is brought along with what would normally be quite harmless or even helpful.  Satan can make you feel good.  You end up taking what would be reserved for your relationship with Christ and replacing that with a relationship with an evil spirit.  Just because something makes you feel good at first does not mean it is good.

The breathing techniques may even relax you, but do not blank your mind.  You can do exercise, but do meditate on the Scripture.  Do meditate on the Living Utterance of God, that is, Jesus Christ.  In that case, it is no longer really Yoga at all.  If you call it Yoga, you are hijacking the name.

The goal for any mental exercise or even physical relaxation is not to rid ourselves of thought and to just "be."   Our rest is in God.  We seek to rid ourselves of everything that isn't Christ and "meditate" on Him alone. In this, we are escaping into Christ from our carnal nature and all of its influence over us.  We are escaping into Christ from the influences of the systems of this present evil age.

There is the matter of causing your brother and sister to sin.  If your brother or sister learns that you are going to Yoga class, they don't really know that you have fully thought this through and that you are not going along with the chants and other aspects.  Then, they go to Yogo class, but in ignorance.  They enter into all the ancient chants and demonic incantations.  They blank their minds and make themselves open to these demons, and they are destroyed as the result of you.  Then what?