I have played many hours on 1.14, mostly 1.14.2 and 1.14.4. It's pretty clear that pillagers are not despawning like other mobs do if you are within render distance. I have noticed other communities have a similar problem occur – lag from pillager AI (and reduced output from hostile mob farms) as they have 200-700 of them spawned on the server that rarely, if ever despawn. If being persistent is works as intended, it has some consequences for servers because of the buildup over time of pillagers on the mob cap. Even if pillagers are occasionally despawning, it's clear it's not the same rules as creepers or spiders, otherwise you should be finding as many creepers and spiders roaming around in the overworld as you are pillagers.