Why do you think this? I am sure ride comfort is one of the factors a manufacturer includes when determining the tire pressures, but with CAFE requirements being what they are, I believe car manufacturer's are likely to give achieving the highest possible fuel mileage a reasonably high priority (second only to safety and above ride quality). Ride comfort can be addressed with shocks and springs and isolator bushings without affecting fuel economy.
I have been running a personal experiment on this courtesy of GM. I have a Saturn Vue. When delivered GM recommended 30 psi in all four tires (and this is what I ran). After the NHSTA suspension failure fiasco and the subsequent recall, they changed the air pressure recommendation to 35 psi for all four tires (and I did as recommended). I keep a gas mileage log for the car, and the change in air pressure has made no significant different in my fuel economy (and this is over many thousands of miles of driving with each of the recommendations). Nothing else was changed except for the pressure in the tires (same driver, same driving pattern, same tires, etc.). I have not seen any problem with excessive tire wear since I changed to the new pressure recommendation. However there are two negative effects - ride is worse and the handling is awful. The car is now very "nervous." and tends to react to every ridge in the road. I have lived with it for 6 months, but after I replace the tires, I may go back to the old recommendation (or maybe 32 all around). This will depend on how the car feels on the new tires. I currently have Bridgestones on the car, but will probably replace them with Michelins.
All things being equal, I don't think running an extra 2 or 3 psi in the tires will hurt anything, but in most cases I don't think it will make much difference in your fuel economy either. And if you do a lot of driving on gravel roads, running a significantly higher pressure can make the tires more vulnerable to stone bruising (lots of personal experience with this problem).
Ed
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