40t vs 42t – yes, 42t would be better for climbing in a sense, but I’d argue it can be too much of a step up from 36->42t and that can be a bit jarring while riding so 40t can give you a better spread. It’s a personal choice at the end of the day.
SLX/XT cassette: I believe this is to do with the way the cassette breaks down. More specific info here: linky
Clutch: Yes, you can still use a non-clutched mech with an expander, there’s no problems there but as with any non-clutched 1x setup, it’ll generate more chain slap and have a higher risk of dropping a chain. The thick/thin ring up front will help reduce dropped chains though; really depends how hard (or daft) you ride.