I have the same problem and have written to Casio. Here is the answer :
Before contacting the French Casio Service for repair, please make sure that the GP-400 is standing flat on the ground. Otherwise the pedal unit may tilt and thus cause this squeaking.
I did suggest spraying with wd-40 but I don't think it's a good idea since this is not a true mechanical piano.
I will contact their repair service but must say I'm a bit annoyed that the pedal is squeaking so much.