Thicker oil may increase the indicated pressure on the gage, but the overall result might not be as desirable as you think. The gauge is measuring pressure at the beginning of the oiling system shortly after the oil pump. BUT - What is happening further downstream in the oiling system when you use thicker oil? Certainly the thicker oil may leak out of bearing clearances slower, but there will also be greater pressure drops through oil passages. The flow to rear main and rod bearings, cam bearings, etc, might be reduced. High pressure / low flow might actually be worse than low pressure / high flow. Thicker oil can provide higher oil film thickness in bearings (usually a good thing) but if the oil flow is too low because the higher oil does not flow well, you can actually starve bearings further along in the system.
Ed