I don't know who's told you 40 Open doesn't make enough gas, but that's not why I don't shoot 40 Open. It's not an Open gun, but just for comparison's sake, I loaded the same weight bullet (135gr) over the same charge (3.5gr of Clays) in both 9mm and 40, the fired both over the chrono through identical Stock IIs in 9 and 40; what I found was the 40 had a significantly harsher recoil at a lower PF (117 vs 125).
All things being equal, I'll take 9, but all things aren't equal, I shoot 115s in my 9mm Open gun, but I've never seen 40 bullets lighter than 135, and those aren't exactly cheap or plentiful.
Less capacity, more expensive components, heavier bullets, more recoil, how are those for reasons?