Some of that ‘smart’ trim is pretty hard. I pre-drilled and hand-nailed the last window job I had where I trimmed everything out so that I could use hot-dipped galvanized nails.
If you want to use the gun, the backing behind the trim has to be absolutely solid. If it’s at all spongy, the nails won’t penetrate properly. Turning up the pressure only works so well. If you go over 100 psi on a Bostitch finish nailer, you risk damaging the o-rings. Once you do that, each pin strike is weaker. I don’t think a Harbor Freight gun can tolerate 140 psi as you’ve described, but I can’t say with authority. I think your gun has a fair amount to do with the problem. But I’d be inclined to take a very small mock up of the stuff to your local Home Depot (with a rental department). Talk to a manager and tell him/her that you will buy a new nail gun on the spot if you can use their rental for 20 seconds and the nails properly penetrate into your mock up. Not all managers will be agreeable. But it’s worth a shot. Otherwise, an Ace Hardware with a rental department would likely be more agreeable. It’s been my experience that the Ace Hardwares around my neck of the woods have been price competitive.