The advantage of a scope over a red dot is that it helps you see the target. A quality scope doesn't just magnify it seems to add clarity and definition. Hunting squirrels with a scoped .22 is almost un sporting you can see them even if nothing is showing but an eye and a bit of fur. Obviously handgun scopes are less powerful, which is good because there is nothing worse than a strong scope on a gun you can't hold steady.
Have you considered a .357 Sig barrel? Not as good as a real .357 magnum because of the limited case capacity and bullet weight limitations but it might be fun.
Decent law abiding people must fear criminals and the law while criminals have nothing to fear.