I've never read anything scientific about wet road traction and tire width, but I suppose the fatter tire might have a bit better traction in the wet. If wet weather traction on pavement is what you're after looking at the traction difference between different tire models and brands of tires that have good climbing performance (i.e. light weight and good rolling resitance) might be a better approach than just buying a fatter version of a tire you like.
with 40's you will likely notice the extra weight, and the sidewall will mushroom on the rim which will make it slower. if you have wider rims with wider tyres you don't get the mushrooming so the rolling resistance is better I honestly don't think anything more than 32 is really needed for roads, but 35 would be fie if you wanted more comfort and grip. going to 40's you will certainly notice how much slower it is what's the rim width you wish to fit these tyres onto?
i have fitted my 40c slicks onto 25mm internal width rims. they measure 41mm inflated. they do feel a bit slower than i'd like but i was out in terrible weather this weekend and was glad to have those on because it felt very secure! also rides on a cloud in good weather.
if they get damaged i will go to 35 or 32 of the same brand (depending on the actual inflated width).
not sure if i can fit 32c on 25mm hookless rims. pressure calculator says inflate to 60psi so should ok?