My understanding of this is fairly primitive, but here goes: the idea is to match the spring weight to the expected recoil. This would be most useful for people who use ammo that is outside of the range of "normal," since the factory spring is calibrated, or designed, for "normal;" or to anyone who is having trouble with the spring they have. For example, if the slide is not cycling completely, or the spring is obviously clapped out.
So if you shoot hotter ammo, you would go up in spring weight to be able to handle it better. My presumption is that this is important in competition where power has to meet a certain threshold to be acceptable, so spring weight should follow. I'm not sure that many people shoot the SD in competition, although you could. If you shoot weak ammo, which some people hand load to make the shooting experience more comfortable, then you would want to go down in weight to the 15 lbs spring.
I got the 20 lbs Galloway spring for my SD9 and it works fine. There is somewhat more cushioning to the recoil and so far no problem with the gun cycling. I reload my own 9mm and go pretty much center of the road on power, nothing fancy, nothing close to the top end.
After a lot of rounds -- maybe 3000 or up to 5000 -- the factory spring will start to get tired and a replacement is required. I've looked at springs (the ones that are not "captive" on the rod like they are on M&Ps and SDs) on older pistols that have been shot a lot and compared them to factory new springs, and the old ones are always shorter, from all the work they have done! When I buy a used pistol, I always put a new spring in (they are relatively cheap, compared to the cost of the gun). Brownell's sells a factory S&W recoil spring and guide rod for the SDVE for $10.81; the Galloway part is $30. I guess that means it just doesn't make sense to buy the Galloway 17 lbs spring, which is what the Galloway page says is the factory spec, to replace a relatively new factory spring as that would not change the performance of the gun in any way.
But the Galloway web page notes that S&W uses 17 lbs springs for both the SD9 and the SD40. It is obvious that, with the same mass in the slide in both guns, the 40 is going to have more recoil in most loadings. So the SD40 might benefit the most from upgrading to the 20 lbs.
So, changing the recoil spring is something anyone can try, just to see how it works.
By the way, I think Galloway's wide body take-down plate is magic -- I really enjoy having the ease it provides in taking down the SD9, compared to the factory take-down plate, on which I had trouble gaining a purchase.