They do not know what maximum pressure the gun will withstand.
This is probably true. However, they do know that the gun will be safe up to a particular pressure limit. That may not be the true maximum the gun will withstand but it is a guideline that, if followed, will not result in an unsafe condition.
They design and test against industry standard loads, and whatever pressure they produce.
That is certainly true, however it's not the entire story. Some manufacturers do test beyond the minimums required by industry standards. For example, Glock used to publish pressure limits for their pistols in their Armorer's Manuals but gave up the practice awhile back. The early armorer's manuals quoted pressure limits that exceeded ammunition industry standards by a wide margin.
In addition, there are a variety of industry standards. CIP and SAAMI are the two largest, but NATO is another organization that provides their own pressure specs for ammunition they purchase. And SAAMI provides dual specs for some cartridges if a +P level is defined for the cartridge. The odds are that even if a gun manufacturer knows only that the pressure limits on their firearms conform to known standards, they can still provide more information to the user than he currently knows.
In fact, they do. That's why some manufacturers state that their guns are rated for +P while others discourage the use in their firearm. That's why some companies (e.g. Ruger) have very open-ended ammunition recommendations in some of the firearm manuals.
No manufacturer is going to tell you what the margin even is since they do not know, and do not want the liability.
I agree that they're not going to quote a limit that's right at the hairy edge of what their guns can handle. But that doesn't mean that it would be unwise to quote a limit that leaves them a reasonable safety margin between what the gun can actually tolerate and the pressure spec they publicize.
The most they can say is that X PSI (or CUP) is safe in this gun.
Right, and that figure would certainly be significantly lower than what the gun could actually tolerate to provide a safety margin. With that figure, one could determine if a particular loading was safe in their pistol, if they had the pressure specs for the load.
It's a non-issue with industry standard loads because you know the pressure specs conform to industry standards, but with +P+ (no defined industry standards) it could be helpful to know the actual pressure spec. Assuming you could find pressure specs for the gun in question too.
Which was my main point. Knowing pressure specs for ammo doesn't buy you much if you can't find pressure specs for guns to match them to.