I bought my first striker fired pistol, also a Sigma .40, a couple years ago. Except for the trigger—price was nice—I liked it so much I got the Ruger SR9 last December.
It came with a fired cartridge. Some states require that, believe Ruger does it for all its pistols now.
Btw, the trigger on the S&W gets better with use.
That is my understanding, too. Certain states may require the collection of a fired case.
I picked up a new Heritage Arms revolver on Friday and there was a fired case inside the packaging.