You might have better luck if you post on Sigforum. I have the 9mm barrel for my P239 .40S&W. No it does not have extraction/ejection problems...it has been 100% reliable through 100s of rounds. I got my barrel from Bar-sto ($185) - it is a bit steep, but quite usefull. I also have a .357sig barrel (which is made by Sig). The 9mm barrel from Sig is NOT interchangeable with the 40S&W barrel; you have to get the 9mm/40S&W conversion barrel from Bar-sto for it to work. Obviously the disclaimers are legal stuff...I wouldn't read more into it than the lawyers getting paid for warding away evil spirits.
The 9mm conversion is great for saving money on ammo, plain and simple. The 9mm and 40S&W mags are interchangeable (in my experience). For the P239, the .357 mags are "necked down" so I had to buy extra mags for that barrel. Good luck.