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.40 and 9mm have different sized case heads, so the breach faces are different. You can swap .357 sig and .40 but not .40 and 9mm. As stated the one swap barrel won't eject reliably, the claw won't always grab the smaller rim.
Bar-Sto is another barrel manufacturer who makes barrels for the XD. You can swap in either a .357 barrel or 9mm barrel into a .40. You can't go the other way ie. .40 barrel into a 9mm. I have heard that it sometimes takes some work by a gunsmith to get the 9mm barrel installed and functioning properly, but that it can be done.