No. What you ask is impossible because of the way web servers, PHP and, by extension, Joomla work.
The index.php notation is how Joomla! actually works: you give it the component name in option and the component's view name in view. SEF URLs use special PHP code which "translates" the SEF URL back to index.php notation so that Joomla can actually work. If we were to block the index.php notation all you'd see on your site is the homepage. No link or other feature would work. The same is actually true for all PHP-based CMS and custom made applications, be it WordPress, Drupal, Magento, PrestaShop, phpBB, custom Laravel app etc.
Nicholas K. Dionysopoulos
Lead Developer and Director
🇬🇷Greek: native 🇬🇧English: excellent 🇫🇷French: basic • 🕐 My time zone is Europe / Athens
Please keep in mind my timezone and cultural differences when reading my replies. Thank you!