If you are using GNU sed then you need to use sed -r which forces sed to use extended regular expressions, including the wanted behavior of +. See man sed:
-r, --regexp-extended
use extended regular expressions in the script.
The same holds if you are using OS X sed, but then you need to use sed -E:
-E Interpret regular expressions as extended (modern) regular expressions
rather than basic regular regular expressions (BRE's).