Sure, it's possible. You would have to mill/grind down the back of the frame to fit flush with the slide. It would then have to be refinished. Sig doesn't have a custom shop and doesn't do anything optional. That's why the can't/won't do it. They only could do it if it was out of spec.
Jim's Rules of Carry: 1. Any gun is better than no gun. 2. A gun that is reliable is better than a gun that is not. 3. A hole in the right place is better than a hole in the wrong place. 4. A bigger hole is a better hole.