Bill;
These days, ALL gunmakers put some kind of no reloads thing in the manual.
All that means is, if you blow it up with a reload (squib or double-charge) you are on your own. If you blow 'er up with a factory load, you can likely get the ammo maker to replace it. In fact, if you blow it up with a reload, you have to get the ammo maker (you) to replace the gun, too.
The XD has conventional rifling (not polygonal) so lead reloads (SWC) are OK. GLOCK-type rifling (actually, HK-type) is too shallow to fire much lead without pressure worries.
The maker puts that warning in there because there's some level of quality control with factory ammo. Gunmakers have no recourse over our loads.
I've run a few thousand plated slugs through my XD45. No worries.