Personally, I always recommend going with what is recommended in the owners' manual for Full Load. Although you may not always have 4 people in your car or whatever, the increased tire pressure provides better handling. Not only that, I like to run 1 or 2 psi over. For example, my G35 Coupe has to have 35 psi in all four tires (regardless of passenger load, 35psi is the only rating listen in the owners' manual). But even the guys at the Infiniti dealership filled it up with 36psi in all four tires, and I am going to keep it that way.
As for why your tires were not filled up according to the manual, the guys who prep your car (at your dealership), prep about 10 cars per day, and they are stupid and lazy and they don't always bother to fill up your tires with the correct pressure rating. That's why when you take delivery of your car, you should always check your tire pressure, and check it once a month thereafter.