I think in this case, the weight difference isn't the big factor -- it's the copper plating on the bullet that makes the difference. I can't be sure of this, but I do know that my pistol runs well with the 36gr copper plated rounds.
On one hand, you can look at the weight difference and say, "sheesh, 4 grains, that's like NO difference." 4 grains really is hardly any weight at all. However, it's TEN percent of the bullet weight, so it's not really accurate to say, "meh, no difference between the two weights..."
Do note that my testing wasn't scientific and I truly did set the 40gr loads up for massive failure: I had run that pistol to complete filth on the 36gr plated ammo, all outdoors on scorching hot days in the sun. When I tried the 40gr loads, it was at 72 degrees inside, no sun, and with an extremely dirty handgun. It was, quite simply, my first successful attempt at getting the pistol to quit running.
I'm skeptical of it's chances of running another 3,000 rounds without breaking something. I have no logical basis for this opinion other than--I just don't think my luck is quite that good.