The XDM manual does not say anything positive or negative about +p ammo it just says use ammo of the proper caliber. However from browsing a few threads at XDTalk, seems the answer folks have gotten from emailing springfield is that +p and +p+ are okay for self defense and limited practice, but they don't recommend high volumes of it.
I wish they'd just specify it in their manual, but then most companies probably don't want the liablity. "Oh hey, they said I can have as much pressure in my 9mm as I want!"