I haven't sunk any of them, but I know what you mean about getting ready to set sail. You're getting shot at before even taking the wheel by some little ship next to you. I started lobbing thunder at them, just to see the boat catch fire! That was fun, LOL. Then I take off real fast so that the rest of their shots land in the drink.
I mean, what's the point of shooting up someone's ship at anchor? It's not like you're going to get the other ship or any plunder. Duh...
Now, with the new privateering thing going, who knows? Maybe you can sink other ships after joining a side. But then maybe those little ships in harbor will be able to do damage to you, too, albeit not much, LOL.