why shoot +P+ and put extra stress on a gun when you can just go up in caliber, and shoot something more powerful in a pistol that can handle it?
.357 Sig is great, but I'd as soon go to .40 if I had to move up. .40 is as capable and there are pocket guns for this caliber. I'm not sure I like the pocket guns in .40, though, a bit rough for such a small, light gun. I would expect the Sig round to be pretty rough, too. I'd rather just shoot 9mm or the +P variant in pocket autos. It's plenty for self defense. Heck, lots of folks carry the .380. Standard pressure 9x19 at least pushes a decent weight bullet that will have proper penetration while expanding. A significant portion of .380 shooters will tell you they shoot ball because if the bullet expands, it won't get adequate penetration. 9mm solves that problem and there are 9s out there that aren't MUCH bigger than the .380s. I carry a double stack Kel Tec P11 and it's not a problem. The Rohrbaugh, while expensive, is tiny. The PF9 is thin and not much bigger than the P3AT. For a little more size, you get more accuracy, more shootability, more penetration with expansion. Trying to make it a 6" .357 magnum is not really necessary IMHO. It's already the near perfect pocket caliber.
In my rather large P85 Ruger, a gun that I can count on one hand the times I've carried, +P+ might make a little more sense, maybe, not to me, but to some. However, in a gun that size, I'd rather carry my .45ACP Ruger KP90DC. That's why I never carry the P85, which is a good gun, but I use mostly as a range gun. If I get suspect ammo, think it might be a bit hot, I'll shoot it in the Ruger knowing it won't hurt THAT tank.
I mostly reload my own light loads for range use, though. My Dillon progressive keeps me in 9x19 ammo.