40 is not really competitive in open because of decrease in magazine capacity. You would have 25 rounds of 40 as opposed to 29 or 30 in 9 major or 38 super/supercomp.
Secondly it is just easier to get a 9mm/38 round to get to major speeds and have enough gas to power the compensator. You can do it in 40 or 45 but it doesn't generate as much gas and pressure unless you really load it hotter than you need.
These are generalizations as you could always make some combination of ammo, barrel, and comp to be efficient but it's just a lot more work.