Most, if not all, firearm manufacturers say that as a matter of liability. If you blow up your gun because you were trying to make +P++ rounds, they don't want the legal flak from your injuries.Read your manual. Believe me, if the factory says "Don't do it", you SHOULD heed their advice. They engineered the weapon and KNOW what is best for it.
DO NOT shoot reloads in Glocks, regardless of who makes the barrel or what the chamber supports or doesn't support.
Best case scenario - saving .04 cents a round is just not worth it. Always heed the manufacturer's instructions.