You wouldn't have any problem shooting .40S&W in such a conversion - it's about a ballistic equal to the .38WCF. I suspect I know why Colt wouldn't do the conversion for the 10mm - that's probably too much energy for the SAA. Rugers are another matter.
I would almost believe they would not do it because they have not tested it or you may might have been the first to request it so they dont have the chamber reamers etc.. 40 S&W is probably the most common LEO round now and its balistics are very similar to the 38/40 other than pressure. I would believe it may boost sales to offer a SAA with both cylinders. 10mm may be a different story but one would think it would also work. I would believe you would need 2 addition cylinders if you wanted to fire both 40 S&W and 10mm.