It's all in the training.
The more you shoot the better you get.
Don't read into anything else of this shooter does that, this does this etc... All the top shooters shoot 50,000rounds a year and are sponsored by manufacturers to use their guns ammo...
if your competitive and can afford 400+rounds a week of 40 then go for it!
Based on that point 9mm is far cheaper to load for most can shoot 50-100% more than a 40/45.
Brass is free at pickups, amd 9mm componants are everywhere.
Based on bullet weights, you always want a heavy bullet with a hot powder to reduce the felt recoil.