Isn't the main purpose of MRP to take care that you always have enough stock to cover the needs?
If MRP comes to know that there is not enough stock then MRP has to create a requisition or planned order, that is the purpose of the planning run. I am not aware of any setting that tells SAP to do nothing in such case.
What would be your next steps?
The docu Stock Transfer from Plant to Plant - Material Requirements Planning (PP-MRP) - SAP Library illustrates and describes how the process is meant