"git pull" is not there because we don't have "git merge" yet. That's under developement ... but not yet available. I always switch for a minute to my native git implementation to do such operations.
"git pull" is the same as "git fetch" plus "git merge". First you get the new stuff from the remote side (git fetch) and then you merge the new stuff with your local branch. If for example you have done modifications to your local branch then a full fledged merge is needed. This operation is not yet there in Egit.