Boy you sure are a friggin jerk aren't you! When someone loads a 12 gauge with a 20 gauge slug and follows it with a 12 gauge slug, is it a pressure problem that blows up the gun. Certainly the 20 gauge round did not cause any pressure in the barrell did it?
Now here is a situation pertinent to the case of the 9 and the 40. You fire a friggin 9mm round in a gun chambered for 40 caliber. The shell casing expandes so much in the larger chamber as to crack and a piece is left in the chamber. The next round chambers and pushes the bit of brass into the barrel. The gun fires the second round, the brass and bullet get stuck in the barrel and the barrel blows up in your face because you were fool hearty enough to do something like this on a repeated basis. There is a distinct possibility that this could happen no matter how high the odds are against it.
Thing is you should only ever fire ammunition in the gun of the caliber for which it was manufactured. There is a chance something as odd as either of these could happen. For you not realize the potential for either problem, no matter how slim, shows your ignorance of real life situations that have occured when chambering improper ammo in the past.