The #1 reason a lot of departments are ditching .40 S&W in favor of 9mm (including the FBI and the US Army) is simply because of per-round costs. Secondary to that are the issues of felt recoil and accelerated pistol wear/shortened service life, which is largely an issue with pistols like the Glock 22 where they took a 9mm frame (the G17) and simply tossed in a different barrel and magazine and called it good - they even use the same recoil spring. The upsized 9mm models were never originally designed to handle those pressures or bullet weights, so it beats the frame apart over time, and specifically in the case of .40 S&W Glocks the cartridge is not fully supported by the chamber, so it's more prone to the occasional KaBoom or, at the very least, bulged brass casings (AKA "the Glock Smiley"). Strangely, the G21 is based off of the G20, which was designed to handle full-power 10mm right from the start (not the de-tuned "FBI load"), and that also has the same issue with not having a fully supported chamber, although those do NOT have a reputation for a short service life nor, to my knowledge, a lot of KaBooms ... although I don't know of any police departments that issue the G20 (or G29 or G40).
Anyhoooooo ... as far as Sig goes, I wouldn't worry about whether or not their pistol can handle factory 10mm loads from the "mild" to "spicy" range - Sig does make some pretty good factory 10mm cartridge loadings (their V-Crown ammo loads are even better than the good ol' Winchester Silvertips) - but it's when you get up into the "really hot" and "nuclear" range of things that I'd start to worry more about whether or not a stronger recoil spring would be advisable. Stuff from DoubleTap, Buffalo Bore, or Underwood in particular would be the ones I would avoid running through there without some beefing-up of the pistol ... and even then, I'd be wary of doing so if that Sig doesn't utilize a fully-supported chamber. With the barrel out of the pistol, drop a round into the chamber and see how much of the case head is exposed: