That reloading data warning applies to auto pistol models that use a partially cutaway feed ramp that is part of the cartridge chamber. The cutaway part of the chamber leaves the base of the cartridge unsupported, and thus, weaker.
Most of the popular pistols chambering the .40 S&W (Colt M1911, S&W, Browning HP, and several others) fit this description. Most single-shot pistols do not.
The reason is that the .40 S&W can be a relatively hot number when handloaded, and the unsupported case has been know to rupture, ruining the magazine and jamming the gun.
Those pistols listed were all originally designed for the .45 ACP or 9mm or both.
As I understand it, both the 10mm and the .40 S&W calibers are frequently hot-loaded by handloaders, and the case blow-out issue becomes a real problem. These cartridges seem to develop "peak pressures" with less warning than others. Something about it's bore-to-case capacity.
Both the .45 ACP and 9mm Parabellum have been around long enough, and with well established SAAMI pressure limits that most handloaders know enough not to overload them.
YES, I've seen blown-out cases on .45 ACP and 9mm guns too, and I can assure you that it is not a pretty sight!
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