If you were to post a poll on this site to find what the most common auto loading cartridge was for conceal carry, I think you'd find it's 9mm. Probably followed by .380ACP before .45ACP or .40S&W (though those two together might be more than .380). And this is a firearms forum where enthusiasts gather.
But the most recent stream of first time gun owners also represents a large market. And they've overwhelmingly made the same choice, from what I have seen. 9mm. That's not a consolidation of cartridges for owners with multiple guns, it's just going with what's already popular and considered to be effective.
So I really don't think the American public prefers larger calibers. I think they prefer whatever they believe is good enough.
I'm not claiming this information is 100% accurate, but here's some light reading on what's been popular:
https://www.pewpewtactical.com/best-selling-guns-2020/