I don't think we can control our children's imagination.
I'm no fan of guns but if my boys pick up a stick and pretend it's a gun/sword/light sabre then it's an act of imagination and I'm not prepared to try and control their pretend play.
Personally if my boys were into pirates I'd buy them a Horrible Histories or similar so they can learn about the realities of pirate life and open a dialogue about piracy (both historically and currently).