Not sure I quite understand the parameters of your comparison, but I'll take a stab at it...
If you are comparing .40S&W with calibers larger than that, then yes it will be cheaper. A .45 or 10 MM are typically built on larger, heavier frames than .40 or lower. Comparing it to .44 or .357 is almost apples and oranges, as those are revolvers. Still, it holds true that the frames for magnums are typically going to be built beefier.
Perhaps a better comparison would be to a 9MM or .357 SIG, where the pricing of all three are quite close.
The two enemies of the people are criminals and government, so let us tie the second down with the chains of the Constitution so the second will not become the legalized version of the first. - Thomas Jefferson