That's exactly it right there. The 357 magnum has a tremendously higher case capacity over the 9mm. True, in short barrels (say 3" and less) the 357 is not really that munch faster than a warm 9mm out of say a 4" barrel.
When you are spreading out the pressure in a longer cartridge, in a longer chamber, you can include a lot more propellant while still keeping pressure the same. This is why bullet setback can be so dangerous with repeated clambering of the same round. Pressure increases as the case capacity is reduced.
You also tend to see slower burning powders used in 357 magnum with high velocity, which allows for a greater pressure curve and buildup, without necessarily spiking the pressure over the max. So you get greater velocity if you load it right. The additional use of a channeled bullet with a roll crimp, and often a longer bullet with more bearing surface and greater weight allows for the bullet to remain stationary a bit longer as pressure builds. This is why you often get less velocity loss from short barrels using heavier bullets, at least in revolver cartridges. Bullet inertia plays a roll also.
9mm lacks a cannelured bullet, is often but not always using a lighter bullet, uses a taper crimp because it head spaces on the case mouth rather than a cartridge rim, and just plain can't hold the bullet as long to build pressure high enough to send a bullet downrange at the same velocities as a 357. These things can be overcome by increasing case length and powder charge, which is all that was done with 38 Super by my understanding.
I see you mentioning energy. If you are talking foot pounds of energy, I find these conversations easier if energy is left out of it. Energy is just a way of blending bullet mass and velocity into one number. It doesn't really mean anything though. You can generate tremendous energy by propelling a very light bullet extremely fast. But that doesn't tell you anything about how the bullet will behave and it ignores sectional density and construction. If you propell a heavier bullet if a different cartridge, at lower velocity, the two may have the same energy. But assuming adequate velocity, the heavier bullet will likely penetrate deeper. This is a far more important aspect of terminal ballistics to consider in my opinion as hydrostatic and cavitation injuries just don't happen with handgun cartridges. The bullets are just to slow.
