There is very little if any differnace in light transfer from a 2-7x33 to a 3-9x40mm scope.
The perfect human eye is only capable of allowing/seeing roughly 4.7mm of light. Scope magnification and objective lens size have a relationship and particular function in any scope. That is why low poer scopes have small objective lens and the higher the power scope, the larger the lens size. The 2-7x33mm and the 3-9x40mm are two good examples and raise the question , why does the 3-9 have a 40mm and the 2-7 have a 33mm ? The answer is simple, since the perfect human eye can only allow 4.7mm of light in it, a 2-7x 33mm scope on 7 power will allow 4.7 mm of light transfer (33mm/7 = 4.7). So, a 40mm lens on a scope that maxs out at 7 power does no good since at 7 power it would allow 5.7mm of light transer to the eye. The 33m lens on exsists to support the highest power level of the scope. Another example is the 3-9x40mm, 40mm /9 power = 4.4mm of light transfer to the human eye. Again the 40mm lens is only there to support the 9 power setting.
My point here is that a 3-9x40mm scope does NOT provide more light transfer to the human eye. Scopes to not make light, they only transfer what light is available.
I use a 1-4x20mm Leupold on my 45-70 guide gun. On high power of 4, this allows 5mm of light transfer to my eye, still more light than a perfect human eye is capable of seeing. Under low light conditions, a 60mm lens would not allow any more light, or make the target seem more bright. Under the circumstances I use this gun, this is a perfect scopw for close in heavy woods shooting. On my 30-06, I use a Bushnell Trophy in 3-9x40. I use this gun for longer shots and I need to higher power magnification.
Focus your attention on determining what type of shooting you will be doing and buy the best scope for the money you can afford to spend. If you are doing long range shooting, than a 3-9 or greater is what you will need. If close in woods shooting is what you need it for, say under 100 yards, then a 1-4 or 2-7 will work better with the wider FOV. You are not giving up anything concerning light tranfer. Don't be too concerned with light transfer, the manufactures make the scopes capable of tranfering as much light to your eye as the scope is capable based on the highest power setting.
Hope this helps.