I suppose, thinking of it now, they are called that because when the roll up they look a little like pills. They are indeed gentle and harmless. I have always liked them.
When I was growing up we had an outdoor shower. We had an indoor one too, but everyone was supposed to go outside unless it was winter, to avoid strain on the celler pump. The shower was out behind the woodshed, and it had a cement place to stand, and a drain. It was covered on one side with a wooden fence, and on the other side by the woodshed. The 3rd side was blocked by a tangle of wild roses. It was always very damp there, even when nobody was showering. In winter you lost the rose-bush coverage, but there was a good half-acre of trees to preserve modesty. (My mother's cat used to sit on the roof of the woodshed and watch the washing with facinated horror.) The whole shower area was full of pillbugs and spiders and earwigs. You had to check the soap carefully to be sure that they were not clinging to it and about to be applied to you. I did not mind very much, they avoided getting the way of actual bathing. But there was always the feeling that a spider might lunge unexpectedly. Pillbugs never do that. Here is the article in case you missed it.