As the popularity of yoga has increased in Western countries, a part of yoga's authenticity has been lost.   Yoga, in Sanskrit, means unity of body and spirit, but our modern culture is very much about the body only.
Some self-styled "yogis" have tried to modify or enhance Yoga, usually for monetary gain.   One has even tried (unsuccessfully) to trademark or copyright certain poses.   Exercising in an overheated room will often lead to physical illness, and there is never any need to pray to or believe in any deity or idol.
Several physical yoga forms, which are similar to aerobic classes, have been developed in the U.S.   Although these types of yoga classes do have some physical benefits, they do not lead the practitioner to the real essence of classical yoga.
For instance, if one practices yoga without focus on the breath, then one is not gaining the full benefit of proper breathing techniques associated with yoga.   Correct breathing can relax your whole body.   It helps to rid your body of unwanted toxins and release anger, stress, tension and worry.
There is a very good reason to attend a Yoga class and study with a qualified instructor.   If the poses (asanas) are not properly demonstrated and explained by the instructor, then the student can get hurt.   Also, people with certain medical conditions, such as high blood pressure should not do some poses.   A qualified teacher is important so your yoga practice be safe, and you will gain the full benefits associated with it.