WIth modern bullets, .40 gets you nothing except increased recoil and less ammo capacity. I would say the same thing about .45 auto personally, but many here would want me hung.
I saw a video recently comparing 10 concealed carry guns, all 9mm. The Taurus was the least expensive and ranked at the top. One of only three guns tested that made it through 1000 rounds with no misfires. They were testing the Taurus 709 slim. The Millennium G2 is the same gun with nearly twice the capacity (12+1 instead of 7+1)and very little size difference.
I carry a Smith & Wesson Shield, 40 caliber, That gives me 13-14 rounds with the extra magazine. Since I typically hit what I aim at, I wonder how many times is someone in a situation where 13-14 isn’t enough?