Maybe, maybe notA 40 has to have more recoil than a 9, it also delivers a larger/heavier bullet on target at higher velocity. To some that is important, others not so, make your choice.
In one sense, that's correct, in that the more powerful load will produce more "recoil", but what matters is "FELT recoil" so the weight of the gun becomes part of the formula
It's very possible for a lightweight 9mm weapon to have more "felt recoil" than a heavier 40 cal.
There is really very little difference in comparable loads, and what one "feels" is very subjective, with lots of variables besides the pure physics