dodgeff232,
I think the concern over shooting reloads in Glock barrels has to do with sharply cut ramp area into the chamber in early generation Glock barrels to aid in feeding (I believe G22/G30 mostly) and the hexagonal (or polygonal) rifling when shooting lead reloads.
Over the years (by Gen3), Glock has improved the chamber support and newer barrels have less unsupported areas. If you have an older Glocks with less supported chamber, you can replace with newer Glock barrels or aftermarket barrels if you have any chamber support concerns. As to Sigma, I do not recall the chamber support being an issue (maybe someone else can check the Sigma chamber and comment on it).
This less supported chamber causes bulged case bottoms when shooting factory pressure/hot loads. The problem is made worse when shooting reloads with lead bullets because the repeated sizing of bulged case stress the bulged area at the base, further weakening the case wall. The buildup of lead/fouling in barrel (especially where chamber transitions to barrel rifling) can cause excessive chamber pressure and case failure leading to hot gases blowing down the magazine well, force ejecting the magazine and causing damage to the gun/injury to the shooter.
Conventional barrels have squared off (lands and grooves) rifling and newer pistols (Glock, H&K, Kahr) have hexagonal/polygonal rifling (hills and valleys).
http://upload.wikimedia.org/wikipedia/commons/3/3b/Polygonal_vs_normal_rifling.svg
When shooting bullets in conventional barrels, pressure is lost through the grooves while the lead bullet rides down the lands. Due to the heat/pressure of powder burning, some softer lead bullets can leave smears of lead and lead slivers/fragments in the grooves along with the carbon fouling (it is for this reason modern lead bullets are not soft pure lead, but an alloy of various metals and are hard cast with hardness of 18-24 to reduce leading in the barrels). The grooves allow some build up of lead/fouling and still allow the bullet to travel down the barrel on lands while allowing the pressure to escape through the grooves.
Of course, more frequent barrel cleaning is required if you shoot lead bullets instead of plated/jacketed bullets as plated/jacketed bullets only leave fouling in the barrel. I have shot lead bullets with 18-24 hardness in my Lone Wolf barreled Glocks and they do not lead my barrels (I clean my barrels with Hoppes #9 solvent/copper brush and barrels come out clean without any deposits).
Because the intent of the polygonal rifling is to reduce the void between the bullet and the inside of the barrel to increase contact and reduce pressure loss, there is less void in the valleys to accommodate the buildup of lead/fouling deposit and pressure increase inside the barrel becomes more of a problem as more and more lead rounds are shot.
Following is an excerpt from wikipedia:
http://en.wikipedia.org/wiki/Polygonal_rifling
The manufacturer Glock advises against using lead bullets (meaning bullets not covered by a copper jacket) in their polygonally rifled barrels, which has led to a widespread belief that polygonal rifling is not compatible with lead bullets. Firearms expert and barrel maker, the late Gale McMillan, has also commented that lead bullets and polygonal rifling are not a good mix.
One suggestion of what the "additional factor involved in Glock's warning" might be is that Glock barrels have a fairly sharp transition between the chamber and the rifling, and this area is prone to lead buildup if lead bullets are used. This buildup may result in failures to fully return to battery, allowing the gun to fire with the case not fully supported by the chamber, leading to a potentially dangerous case failure. However, since this sharp transition is found on most autopistols this speculation is of limited value. The sharp transition or "lip" at the front of the chamber is required to "headspace" the cartridge in most autopistols.
Another possible explanation is that there are different "species" of polygonal rifle and perhaps Glock's peculiar style of polygonal rifling may be more prone to leading than the particular styles employed in the H&K and Kahr barrels.
Leading is the buildup of lead in the bore that happens in nearly all firearms firing high velocity lead bullets. This lead buildup must be cleaned out regularly, or the barrel will gradually become constricted resulting in higher than normal discharge pressures. In the extreme case, increased discharge pressures can result in a catastrophic incident.
Of course, shooting reloaded plated or jacketed bullets in Glocks is a less of a problem in regards to barrel fouling, but if you have older less supported barrels, case bulging/case failure is still an issue.
You can shoot reloaded plated/jacked bullets and/or reloaded lead/moly coated lead bullets more safely in Glocks (especially older Glocks) by simply changing out the barrel with newer factory Glock barrels for better chamber support or with aftermarket barrels that have the conventional land/groove rifling to shoot lead bullets.
As to your Sigma, I believe it has conventional rifling, but maybe someone else can verify this and comment.
) - I updated the posting.