What is even harder to wrap your head around is when the amp draw is the highest. They show the highest amp draw at the rated winch capacity. It can not pull at the rated capacity unless it is on the first layer of line which coincidentally is when the winch has leverage most in it's favor. Contemplate that for a moment.
Rated capacity isn't what dictates amp draw, load does. 3rd wrap at 7k has same amp load as 1st wrap at 9k.
Look, I agree 400amp won't be a continuous draw, but should be a consideration.
You seem to reference Warn alot so according to their specs up to a 2500k pull is very doable with 2ga. 175amp rating. As I have been stating light pulls (1/3 of winch rating).
Over that and you are overloading the circuit.
Want practical application proof, test your installs. Run close to max pull or stall and check wire temp, if (when) they get warm or hot the current is to much for them.
Now my only point was this.....
The motor will run slower and have less power. The wire acts as a resistance in series with the motor. Ohm's law states that voltage equals current times resistance. So the smaller the wire the higher its resistance and the more voltage it will drop for a given current. Because the wire resistance is in series with the motor any voltage it drops as current flows through it is subtracted from the motor's input voltage. i.e., the motor runs slower because it has a lower input voltage. The heat you feel in the wire is dissipated power that never reaches the motor.
All that is less usable pull combined with as you said the wraps on the drum and now your 9k winch is effectively a 5k winch. Does it work? Well in practical application yes since most needs for a winch are not much more than a couple guys could probably push.
Is it right or safe? I guess, if you never find yourself in a position to need a long 9k pull.
To each their own, but if I'm going where I need a winch front and rear I'm probably alone and pretty far out so I would probably spend the extra coin on my rig to make it as capable as possible. To cut corners and save 200 bucks just seems silly.
Just kind of ironic because it seems I have read your posts about you designing parts for a certain type of Jeep owner but 4/0 wire is a problem for you. I mean I could see you taking issue if 6ga was suggested, but you seem to know best.