The concept of an predominately unarmed convoy is flawed.

These pirates are the same people that took on the US Rangers and such in "BlackHawk Down". You think that a group of cruisers that may have a few
guns will scare them. A convoy just makes a bigger target traveling at the speed of the slowest boat.
Having spent a year and a half in Viet Nam getting shot at by guys with AK47's (and I was in an armed helicopter), I would not even consider a shoot out with even a couple of armed pirates while I am in a very slow plastic boat!
The trip to Cape Town is not that bad and the destination is fantastic. You came out to sail, so sail.