ALL guns say that as far as I know.
The reason is because there is no standard pressure range for +P+ ... its either a plain old +P that is on the high end of that and marketed to sound better, or its overcharged +P and potentially dangerous in some older or less well made guns. Regardless, they don't KNOW what the pressure is so they all advise you to avoid it for safety reasons.
I would actually love to see ammo brought up to par with modern engineering. That is, go ahead an load that 44 mag with all the AA#2 or whatever hot powder it will hold, and make a barrel that can stand it. I think we would see some cool results... 380 would be like a 9+P or even a 40. They can't really do that because people would put those in old guns and blow them apart, but it would be a neat experiment to make a totally new caliber and load it that way from day 1 in new guns made to handle it.
They did. It's called the 500 Smith and Wesson Magnum