Any advancements to a 9mm HP would also apply to a 40
9mm typically recoils less and holds a round or two more
40 hits harder and makes a bigger entry hole
I feel more comfortable with a 40 than a 9mm
Criminals and psychos are mobile and my show up in "good" areas unexpectedly, carry accordingly.
Carry the gun you would you would prefer to defend your life with, in the off chance you have to.