I've always thought you were supposed to add pressure when running E-rated tires. At least pickups and such that can be spec'ed with E-rated tires work out that way. Granted on an F-250 they're probably planning for 3000lb of construction materials in the bed or a horse trailer or something.
I think you run higher air pressures when you're actually carrying heavy loads, but if you are like me and otherwise running essentially a stock vehicle (with maybe a hundred extra pounds of stuff), then I don't.
You can always do the chalk test and see what pressure you should run by the wear pattern on the tires.