It's all liability. You'll find few manuf. that say it's fine to use handloaded ammo in their guns. The biggest issue w/ the 40 is it's a high pressure round. SOme chambers have less support than others & something simple, like a bullet setback, can jack pressures to 1.5x acceptable levels, huge potential KB. Use med.-med. slow powders, make sure you have good bullet/neck tension & stay off max. loads & you'll be fine for any handgun in any caliber. Many of the KBs reported are guys using fast-uberfast powders & heavy bullets to make major. No room for any error there.
"Given adequate penetration, a larger diameter bullet will have an edge in wounding effectiveness. It will damage a blood vessel the smaller projectile barely misses. The larger permanent cavity may lead to faster blood loss. Although such an edge clearly exists, its significance cannot be quantified".