The yoga people do in yoga classes isn't really yoga in the religious sense at all. Based on the Yoga Suttras, yoga as a spiritual discipline is Raja Yoga. (more about the history and various types of yoga)

She goes on to define Raja Yoga (as opposed to Hatha yoga, from which most Western yoga practices are derived, as follows):

It is not that among the Hatha-Yogins-men who at times had reached through a physical and well-organized system of training the highest powers as "wonder-workers"-there has never been a man worthy of being considered as a true Yogin. What we say, is simply this: the Raja-Yogin trains but his mental and intellectual powers, leaving the physical alone, and making but little of the exercise of phenomena simply of a physical character. Hence it is the rarest thing in the world to find a real Yogi boasting of being one, or willing to exhibit such powers-though he does acquire them as well as the one practicing Hatha Yoga, but through another and far more intellectual system. Generally, they deny these powers point blank, for reasons but too well-grounded. The latter need not even belong to any apparent order of ascetics, and are oftener known as private individuals than members of a religious fraternity, nor need they necessarily be Hindus. (C.W. vol 2, p. 463)

To a Yogi, in whose mind all things are identified as spirit, what is infatuation? What is grief? He sees all things as one; he is destitute of affections; he neither rejoices in good, nor is offended with evil. A wise man sees so many false things in those which are called true, so much misery in what is called happiness, that he turns away with disgust . . . He who in the body has obtained liberation (from the tyranny of the senses) is of no caste, of no sect, of no order, attends to no duties, adheres to no shastras, to no formulas, to no works of merit; he is beyond the reach of speech; he remains at a distance from all secular concerns; he has renounced the love and the knowledge of sensible objects; he flatters none, he honours none, he is not worshipped, he worships none; whether he practices and follows the customs of his fellow men or not, this is his character.

more about this subject here:

http://www.allconsidering.com/2009/blavatsky-on-yoga/