You can have a private PvE server as long as you cannot collect gold, reputation, doubloons, cosmetics, commendations, or achievements. That's the only way such a play mode would be even slightly fair. Even then, it would give you a "practice mode" most of us never had.
If that sounds unsatisfying, then I suggest actually investing the time to learn how to play the game like all the rest of us have done so you don't get ganked every time you set sail. This is a game of skill. Like all games of skill, it takes practice and effort to become adept. You can't expect to just set sail for the first time and succeed at everything you try. Dealing with the threat of other pirates is a fundamental part of the challenge of Sea of Thieves. It is, after all, a pirate game. This is made perfectly clear from the very start. When you lose at chess, do you stand up and demand the rules of the game be changed for your benefit?
Let's make this perfectly clear. These kinds of posts are not legitimate complaints from players who care about Sea of Thieves. This person did not ask a question. He didn't come here for help or advice about how to play Sea of Thieves. He showed up to try to get Rare to change the game all the rest of us dedicated players love. He doesn't know the game, he doesn't care about the game, and he has evidenced no willingness to even learn how to play. This is not the sort of feedback the game needs and should be dismissed. For the love of Blackbeard, if you're going to show up and request sweeping changes to the core principle of the game, at least play the dang thing for a while. We've all earned our place in the Sea of Thieves through hours and hours of practice and effort. We've all been ganked and lost loot. We stuck with it, put in our time, and improved to the point where we know how to avoid placing ourselves in those kinds of situations. It's not even about getting good at PvP. Some of us are and some of us aren't. But we've learned the ways of the seas and gained the skills necessary to survive and thrive on the Sea of Thieves.
You want a PvE mode? The answer is no. But then, I'm sure everyone already knew that. So this is yet another gigantic waste of everyone's time.