When you consider that Saturn rules the 10th house, a place of the Mother's influence and standing, the nurturing effects early in the formative years we integrate she offers us to become whole individuals, as the Mother helps us indwell to aid us to create attitude's of love and emotional strength that help us face the world we would emerge in, then we may think upon the aspects from Saturn to other planets as well to consider distance relationships the sign Capricorn (ruler of destiny) will have in proximity to the other houses and signs within the map..as to why we shouldn't have to consider very hard why Saturn joys in the 12th house? It is a place where fine metals are developed from the elimination of un-needed dross.
The subject matter generally ruled of Saturn as an ambassador of the 10th being sent here, the understanding is that some prior karma sent the individual, (a self awareness house) indwelling in the sector of pondering and circumspection. Think of the house as a chrysalis which contains the butterfly before emerging into the light to once again rise to gather experiences in a new form. Where upon your other houses in your chart reside the dwellings of Capricorn and Aquarius in your map? Consider the new sign there as=a blend, of a tool that helps you dawn a different cloak of expression for that house or as some new drape of element/sign upon the 10th and 11th house with the place where Capricorn or Aquarius now dwells within the map. There is most generally why you will note why Saturn is within the 12th house.
For example with Capricorn on the 10th house and Saturn within the 12th the Mother image in your life must undergo many situations of readjustments of thinking and activity/planning on your part, she might (Mother) will be your hidden source of strength or a power which helps you to overcome much guilt that needs to be worked on. In a more sorrowful way you may suffer some secret losses by her you must learn to reconcile within the life span you are experiencing now.
Here Saturn (the Mother image of authority, career attributes best suited for..a house of polished attributes of character.. etc) will give you the best opportunities to work upon developing emerging acumen that help you achieve the process of becoming a finer being of expression. Saturn in Pisces might be an inherited physical attribute of a club foot with congenital difficulties emerging or stemming from the maternal side of the family. Water signs would be sources of aid to understanding the reasons and areas in the map-of your guilt sources, as well squaring and opposing signs and planets, for with great struggles develop greatness. You've heard the old adage, "adversity develops character." These water houses would serve as a limiting avenue or a source of redemption areas=activities that would ease the concentrated physical strife of the malady.
It is an understanding of the blending of powers in the chart that tells us why we have Saturn in the 12th.
All the best
Vyri