Wondered about a .40 or .41 caliber, but realized that the .36 is really .37 caliber. I can't see all the expense is justified for 3 calibers (less than 1mm difference).
When it comes to using modern bullets, I think a lot of shooters fool themselves:
1. Any conical bullet used in a cap and ball revolver will require a reduced-diameter "heel" on the bullet's base, to get it started straight in the chamber. If not seated straight, the bullet will be lopsided and the flight characteristics affected. Accuracy suffers.
2. Bullets must be made of soft lead, no harder than about Brinnell Hardness 8, which is softer than wheelweights. If a harder alloy is used, leading occurs.
3. Bullets intended for cap and ball revolvers must be fairly stubby, to fit under the rammer. Modern bullets are usually too long to fit.
Colt made a few 1851 Navies in .34 caliber. Doubtless, he decided it was too close to .36 caliber to be significantly different.
An 1851 Navy in .40 or .41 might be fun to ponder but I have to wonder if it would possess any advantage.
You'd have a slightly heavier projectile, and a correspondingly larger chamber to hold a little more powder, but whether you'd get any significant extra energy or velocity is unknown.
I guess you'd have to make one to find out.