Brew a standard espresso!
9 bar is the "standard", not 15. This number has been reached after lots of trial/error with other pressures, and is accepted as standard by Italian (page 7) and U.S.A. associations and guilds.
Some guys have even made devices to check how precisely their machines reach that pressure.
Professional (also called commercial) machines can give much more pressure, but control automatically not to give more. They kind of pumps they use are called rotary pump, and due to their construction, the flow rate is independent of the pressure (which will remain quite constant).
Home machines employ the cheaper vibratory pumps. In them, the pressure is indirectly proportional to the flow. To try to have a more constant pressure, and to make it independent of the flow rate, they are added overpressure valves. But they need to have pumps that give more than 9 bar, to assure that those 9 bars will get to the basket in the portafilter.
You can see both rotary and vibratory pumps dismantled in this video.
So, when manufacturers advertise their vibratory pump machines having 15 or more bars of pressure, they are just doing marketing using the not always true motto "the more the better".
But why do I still see many machines high pressure?
One of the signs of good quality espresso is the crema. If the coffee is good it will have a nice layer of crema on top. The marketing guys know you'll think If my espresso has crema it will taste good (which is not necessarily true). So they added a pressurized filter to produce crema even with stale coffee that was grinded one month ago. As their name shows, pressurized filters need more pressure than a 9 bar standard one.