One I can imagine, but three?

It is a dangerous error.
If the .40 extractor holds the 9mm, all you get is a funny empty case.
But if the 9mm slides halfway down the barrel and you manage to rack in a .40 without it falling out, it will demolish your gun.
Not theory, a guy here had an expensive competition gun with .40 upper for USPSA and 9mm upper for three gun. He did indeed fire a .40 behind a 9mm laying loose in the barrel and there was not much left of his 9mm upper. Fortunately neither he nor the receiver were hurt, he was just out several hundred bucks for a new slide and barrel.