Because of how weak handguns are and how they must be used to stop threats in a timely fashion (CNS hits and shots to the heart), the only category that .40 and .45 might offer advantages over 9mm is when dealing with barriers.
I haven't seen any data that shows a meaningful advantage .40 and .45 offer as far as defeating barriers that 9mm doesn't overcome due to its larger capacity. .40 is at least close to 9mm capacity but barrier penetration capability between the two calibers doesn't seem to differ a significant amount.
The main reason why 9mm holds a strong advantage over the .40 and .45 is due to the fact that everyone can shoot a 9mm faster and more accurately. That, combined with its higher capacity, means more CNS and heart hits in less time.
I can't blame anyone for picking a .40 or .45 if they want the ability to defeat barriers (although .45 is usually kinda wide... so it suffers a fair amount when hitting certain barriers also... without the capacity of the other calibers) to a greater extent. I just haven't seen anything that validates giving up speed/accuracy and capacity over a seemingly imperceptible increase in performance trying to defeat barriers.
Anyone who has a good source that shows significant, meaningful benefits of .40 or .45 over 9mm should present it. I don't want people to think I'm being opinionated. I just haven't seen anything significant, and if someone can show it to me, I would like to see it (it might make me regret buying my XDM in .40 a little less).
Rifle: Tavor, Custom AR-15
Pistols: Colt Python, XD(M) 4.5" .40, Glock 19, M&P 9mm, Walther PPQ First Edition 9mm, Sig Sauer P229 Scorpion 9mm, Walther PPS 9mm, Browning Buck Mark