Carelessness at the Range

I have a confession to make in hopes that it will remind others to be careful.
Last week I was at the range target shooting with two Sigs, a 239 in 9mm and a 229 in .40 S&W. After firing a box plus of 9mm's I turned to the 229, opened a box of Remington 180 gr. FMJ ammo, loaded the mag, jacked the slide, squeezed off a shot, and immediately knew something wasn't right. The round had certainly fired, but recoil was mild and the slide hadn't cycled. So I removed the mag and opened the slide. Out fell a 9mm case that had fired and expanded in the .40 chamber. Since a 9mm cartridge will drop through the chamber and out the barrel of a .40, I assume that the extractor was somehow able to hold it in place. (Accuracy by the way was lousy as one would assume, 10" low at 10 yards.)
How I was careless enough to put a 9mm in the magazine is beyond me. Actually I had put two in, ten .40's topped off with two 9's. Since I try to be so very careful, I've been embarrassed and depressed ever since. But the Sig appears to be fine as it functioned smoothly thereafter.
However, I have a question: What possible damage could result from a smaller caliber round being fired in a semiauto? --c