it boils down to how easy it is to change the nozzle.

Oh and with a 0.4mm nozzle you CAN print a 0.4mm layer - the slicer will complain, but I've done it plenty of times with simply3d, ignore the message from simplify3d and it works just fine.
That's on my replicator clones. I have a 0.5mm nozzle on my big delta and regularly print at 0.4mm and 150mm/s. It's crude and rough, but functional.
Just bear in mind that with a larger bead and layer height, you generally need to print slower to get the extruded plastic cooled properly.
If you were going to fit say a 0.7 or 0.8mm nozzle for a 0.65mm layer height, then you'd probably need to upgrade the cooling duct system.
But remember, you will need to print significantly slower - so often what you gain in layer height you lose in overall print time.

Also larger layer sizes generally give better layer adhesion.
slower, larger surface area and fewer layers as well as printing a little hotter - but not that much hotter. remember a larger bead will slump easier and cool slower. So that's why you tend to reduce print speed rather than significantly increasing printing temperature.

But at the end of the day, it's all down yo whether or not you can easily swap out nozzles.
It's all about viscosity and material flow.

Glad the printer's working out - and hope that helps :-)

what speed are you printing at ?