I'm going to have to disagree with this premise, and I imagine any firearms instructor who has been helping and observing shooters for more than a couple of years might also disagree.
Each individual has a certain tolerance for recoil before it starts to affect their shooting. You can "move" that tolerance higher by practicing regularly with higher-recoil firearms while carefully concentrating on the fundamentals, but if you slack-off the practice for very long, the tolerance will drop back down and your shooting skills will suffer. This tolerance issue can manifest itself in many different ways, such as slapping/jerking the trigger, closing the eyes on firing the shot, "pushing into" the pistol as the shot is fired, squeezing the entire grip instead of just the trigger, follow-through problems, and other poor application of the fundamentals. The normal outcome is poor shot placement, and it doesn't matter whether it's on paper targets or attacking bad guys.
If the top end of your tolerance is the X-caliber, and you shoot it well in all its loadings, then moving up the recoil/power scale to a Y- or Z-caliber will require practice to get back to (or nearly get back to), the same level of unconscious competence you developed with the X. If you fail to maintain the level of practice needed to keep your performance high, then performance drops-off under all conditions. This is nothing new, it is seen and applied in virtually all sports at all levels of competition. If you want to perform well, you HAVE to practice regularly.
Anything that causes a reduction in practice will cause a corresponding drop in performance. When it comes to shooting pistols, there are several things that will result in lower levels of practice. Available time for range trips, how often you go to the range, ammo costs, and whether or not the pistol is comfortable to shoot are all things that will change practice levels in marginally-dedicated individuals.
When it comes to 9mm vs .40 vs .45, the cheapest factory loads for the .40 and .45 cost about 50% more than 9mm ($10 for 50 9mms, $14-$15 for 50 .40s or .45s, in my area). This means, based on cost alone, that .40 and .45 shooters will either have to dedicate 50% more money to get the same number of practice shots, or accept a reduction in practice ammo to keep the cost expenditures about the same in their budget. This might not be as bad as it seems, if the shooters still visited the range as often as the 9mm shooters and just fired fewer rounds in each visit; but what I see is people who fire the same number of rounds in each visit, but visit less often, increasing the time gap between training sessions. By reducing how often they practice, they reduce their effectiveness with the larger pistol calibers.
You see the same thing with recoil tolerance. Shooting a subcompact Glock in 9mm is not a problem for most shooters recoil-wise, even if they shoot 150-200 rounds in one session. To see a .45 or .40 shooter launch that many rounds through a subcompact carry gun in a single uncoached/unsupervised training session is almost unheard of; it Just. Doesn't. Happen. The smaller .40s and .45s just aren't as pleasant to shoot for long shooting sessions. Now, you can argue (and I might agree with you in some cases) that long shooting sessions are not as productive in skill-building or skill-retention as several shorter sessions. However, if the person can only get to the range once a week, or twice a month, and the nature of their carry gun prevents longer training sessions, then once again we are back to practicing less, and reducing our effectiveness because of it.
So I regularly see three different (but related) aspects of shooting the larger calibers that negatively affects skill building and retention; less practice due to higher ammo costs, less practice due to fewer range visits (as they are shooting less ammo in total, they reduce the number of trips to the range to keep the rounds-fired-per-trip up), and less practice due to a lower comfort level with harder-kicking larger-caliber carry pistols.
As a range RSO or Instructor/Assistant Instructor, I have spent a lot of time on ranges just watching other people shoot. The above is what I have seen, and how it impacts most shooters is obvious when you look at their targets. There are exceptions, of course, but in my experience, the general observation applies accurately far more often than not.