The owner of the fishing/harvest boats will have the Defensive Trait, which prevents pillaging. I haven't figured out how to disable the pillage button in the UI yet though. Sort of. It's a BTS event that doesn't translate well to HR's array of buildings. The only buildings that make sense for it are the Drydock or the Armoury. The former is a regular building, thus a fairly lacklustre reward. The latter is usually only obtainable via a Great General, therefore a better reward but one that's all about land units. It can't grant a Naval Arsenal because that's a National Wonder. I've just never got around to reworking it. What leader were you playing as?