HA! You don't need cannons to be a pirate! Ya just need swords, plunder and copious amounts of booze! 

That said playing a pirate appeals because with the sea as a backdrop it's potentially possible for me to get involved in all sorts of things, not to mention possibly even travel around or give me reasons to interact with folks if needed. An Arabian pirate could potentially be pretty fitting and knowledge of gunpowder-maybe would just be a nice bonus if anything although historically speaking the further east you go the more and earlier you find knowledge of gunpowder until you hit China, which has had primitive firearms in the form of huǒ qiāng since the 10th century or so and gunpowder bombs potentially earlier. In any case if he did have gunpowder he'd probably mainly use it for intimidation if anything, and I don't find cannons necessary for a pirate to be awesome, ramming, arrows and boarding actions all around though!

I mainly suggested one of the island republics because of placement and also because democratically elected representatives are apparently a pirate thing, although one of the middle-eastern ones could work just as well.