It seems there may be some confusion here about the 125 gr. and 158 gr. bullets used for the .357 Magnum and the loads used for the 357Sig.
The .357 Magnum earned a very good reputation as a hunting round and a law enforcement round from the earliest years of it's development in the 1930s. In general 158 gr. bullets were used, sometimes a bit heaver or lighter. Cast lead bullets were often used and several companies offered semi jacketed soft nosed bullets for various purposes.
In the 1970 a small company was opened by a fellow called Lee Jurras. The company was Super Vel. Jurras had the idea that if you shot a light weight bullet at higher velocities and you built the JHP bullet right that you could get reliable expansion more times than not. The expansion would be better and more reliable than cast lead bullets. So he developed a line of 110 gr. and 125 gr. bullets for the .357 that allowed for about 1400 fps from a 4" barrel.
These bullets made the reputation of the 125 gr. JHP load from the .357 Magnum. They worked well and other companies followed suit. They also, if they expanded, decreased the likely hood of over penetration.
In the years in between bullets have been developed that reliably expand at lesser velocities and use 148 and 158 gr. bullets. So these days the depth of penetration is not dependent on bullet weight or velocity but on bullet construction. This is in line with law enforcement standards of 12-14 or 16" of penetration and expansion for use against personnel.
Also a good part of the .357Sigs reputation is built on the idea that it will out penetrate the 9mm or the 45acp through some barriers. This is due in part to it's higher velocity.
Folks can look up Super Vel and Lee Jurras on the web.