During my 20 plus years in Law Enforcement, I carried a 45 auto for 13 years. The other years were divided between a 375 mag or 45 Colt revolver for 5 years... I did carry a Glock 22 in 40 cal for two years before going back to a Sig P-220.
I only ever carried a 9mm as an off duty gun. In an old Browning Hi-Power and for a short time in a HK-P7M8.
I had already served in Grenada & Lebanon before transferring to the reserves so I could go into L.E. So I had seen bullets work or not work.
Plus my first couple L.E. duty post were in Bush Villages where we had to shoot stray and rabid dogs on a weekly basis. When you shoot a 110 pound rabid malamute a bunch of times with a 9mm or 38 special, and nothing much happens,,, you suddenly become a believer in more whammy.
If cost of the weapon and ammo are not a consideration, (and if your are in the US where 40 S&W ammo is easy to find) I cannot see any reason to opt for the 9mm, UNLESS, the recoil impulse is too much for the shooter.
We had several undersized female officers who had a hard time shooting 1,200 rounds of 40 S&W ammo during the week long auto-transition and initial qual course. Particularly when they were plain clothes types trying to shoot all those rounds through compact Glocks.
In those cases it always seemed that they could qualify just fine with a 9mm version.
So a hit with a 9mm is better than a miss with a 40 (10mm Kurtz).
Oddly enough a lot of those gals could shoot a single stack 45 just as well.
My lovely bride of these many years (whom I met on a military pistol range) carries a little KAHR 9mm since she is of fairly small stature, with small hands.