I know harmonica players often tune their instruments slightly sharp, to stand out in the mix, so it could be a nod in this direction. Also, if you’re playing for a while, the reed chamber gets saturated with moisture, and the tuning tends to go a bit flat. Slightly sharper tuning can compensate for that
Melodicas in general tend to be tuned sharp at the factory, so this is not unique to the Yamaha P-37D. Typical factory tuning is roughly to A=442 or even slightly higher. I now tune down to A=441 or 440.