If it's how I'm understanding it, using Ocean (and perhaps Deep) sea on map_ground_types on the Caspian and on the lakes should avoid your pirate ships from showing in unwanted places. AFAIK pirates get spawned on shallow sea, not sure about deep, and again AFAIK not on the ocean. Hope it helps a bit, or even further if you play in ground_types properly (you might try even tweaking the AI a little with these... ).

Arbaces