If a round is showing 14" or so inches of penetration in the IWBA 4-layer denim protocol, that gives me confidence that the round will reach vital tissue with proper shot placement.
I think at some point a person has to realize what an R9 is and accept what an R9 is. Just like all carry choices, people have to make decisions about what they think will meet their needs.
I personally worry about using +p ammo in the R9 for a different reason, I think it creates a recoil impulse outside of range for what the gun was designed for and in guns like the Kimber Solo and the Diamondback DB9 that has resulted in FTEs and FTFs. I think Diamondback found out after the fact that their DB9 was really designed around the standard pressure 115gr cartridge and doesn't cycle well with bullets over 124 grains, or +P cartridges - this is in addition to and separate from the guns experiencing catastrophic failure with +P rounds. Even if the DB9s don't blow apart with +P ammo - they don't function well with it. Kimber found out after their pistol was released, that their Solo was really designed around the standard pressure 124gr cartridges and doesn't cycle well with bullets under 124 grains. Kimber's website says the Solo is designed to function optimally using premium hollow-point self-defense factory ammunition with bullet weights of 124 or 147 grains, but owners have reported that if they actually call CS with problems, Kimber recommends 124gr loads.
So I would be hesitant to use +P ammo in my R9 for fear of it jamming, and I don't want to beat the pistol to death trying to verify what +P ammo works in it.
This goes back to accepting what the R9 is.
Just like someone who carries a 380 AUTO doesn't expect 18" of penetration and an expanded bullet diameter of .70", I don't expect that kind of performance out of the little R9 either.
If I wanted that kind of performance I would be carrying a 10mm.
If a person is to the point where they think you need the performance that +P rounds provide, then they are to the point where they need to get a gun other than the R9, that is my opinion.
I'm happy with a pocket pistol that can get bullets to around 13"-14" of penetration through denim, and expand to around .60 caliber, and you can get that with the 147gr HST.