Adventist teaching: Yes
Biblical teaching: Not stated
Ellen G. White, who the SDA Church upholds as divinely inspired and correcting of inaccurate interpretations of scripture, claims that, before handing Jesus over to be crucified, Pilate asked Jesus for forgiveness because he couldn’t save Him [Jesus]. She wrote this in The Desire of Ages, which she claimed the words in are “barricaded by a thus saith the Lord.”
The Bible nowhere says this in any of the Gospels (Matthew 27:1-26; Mark 15:1-15; Luke 23:1-25; John 18:28-40, 19:1-22). This is insight into how the SDA Church views Ellen White’s writings, though. They are the “lesser light” that sheds extra details onto the “greater Light” (ie: the Bible) that aren’t actually found in the Bible.
This is what we call an “Advent-ism.”