Previous posters have nailed it. It's all about barrier penetration.
9x19, .40, and .45 are essentially equal hitting a guy wearing a T-shirt. They're all going to make an impressive hole and probably stop the guy from doing what he was doing. Shootings don't work that way, though. They involve shooting through doors, walls, glass, metal, fabric, and other obstacles.
In a shooting video I watched once, a suspect opened fire on an officer with a Smith Model 29 or some similar big 'ol .44 (very luckily for the officer, the first round had a dud primer and the second massive .44 missed him.) Now that the officer had drawn his weapon, the cowardly S.O.B. floored his SUV and took off. The officer opened up on the SUV with his Glock G22 (.40). While most bullets struck various parts of the car, one penetrated the rear windshield, passed through two rows of rear seats, passed through the driver's seat, and struck the driver's heart, killing him.
Other auto cartridges simply cannot match that barrier-penetrating power in most circumstances save the .357 SIG.