In officiated matches you should return only close serves, even if you think it’s out because the linesperson might call it good.
But in non-officiated matches, returning an “out” serve is irritating to the server. The server may think that you played the ball as good and may disturb his rhythm.
Every player at some time returns a close “out” serve, but usually the server calls, “Out, sorry.”
The time to practice your return shots is not against “out” serves.