The recoil difference is significant. The 40 has a sharp snap, where the 9 is just not. In a heavier pistol 40’s would not be a big factor but in a light plastic gun you can really feel the difference. Go to a range and rent all the guns you are considering. It will help a lot.
In a light gun I find it hard to even practice with the sig 357. 9mm subsonic is great. I have a glock 20 in 10mm and now all I ever shoot in it is .40. with a 6 inch barrel. You can’t rent that. lol