The mechanical pressure of active fluids in which swimmers are modeled by soft run-and-tumble spheres is investigated by dissipative particle dynamics simulations. The incremental pressure (Π) with respect to the system pressure with inactive swimmers comprises the direct contribution of the swimmers (π) and the indirect contribution of fluids associated with hydrodynamic interactions (HIs). The pressure can be determined from the bulk and confining wall and the former is always less than the latter. The π of dilute active dispersions is proportional to their active diffusivity while Π grows generally with propulsive force and run time. However, Π is always substantially less than π because of negative contributions to pressure by HIs. The wall pressure depends on the swimmer-wall interactions, verifying that pressure is not a state function for active spheres due to the HIs. Owing to the distinct flow patterns, Π varies with the swim-type (pusher and puller) subject to the same run-and-tumble parameters at high concentrations.