There are definately pros and cons to having a more potent round for a pocket pistol. In general I think people put too much weight on the caliber of a gun. I say this for two reasons.
First of all, in about 92% of self-defense situations where a gun is drawn, no shots are fired. Just showing the gun stops the threat. In that case the caliber of the gun plays a very small, if any, role. How does the bad guy know if that is a .380, a 9mm, or a .40, or does he even really care? Bottom line is he doesn't want to get shot, so stops what he is doing and runs. So, in the overwhelming majority of cases, having a gun.... ANY gun, is the important part.
The second reason is something that I think we all agree on, and that is, if shots are fired, the ability to shoot the gun well, trumps the caliber almost every time. A couple of well placed shots from a .22 are much more effective that a miss from a .45.