Certainly better safe than sorry. But my guess is that the barrel will handle the chamber preasures generated by +P+ ammo, however, the additional strain on other components of the weapon, slide, frame rails etc, may be what Kahr is concerned with. I am not an expert but I have heard this from a couple of manufacturers when asked about the safety of +P+ ammo. Still, there are some excellent 9mm rounds out there in +P. You may wana take a look at http://www.chuckhawks.com/ammo_by_anonymous.htm
It is on Chuck Hawks' page but not written by him. Pretty good stuff. I would read the entire article but you can scroll down to the section on 9mm.