I found an answer to my question! - the calibration value is erased after you change the printhead.
My 9400 needed a replacement printhead, and I checked the calibration log before the head replacement procedure. The calibration log said April 2014. After replacing the printhead, the machine went through its normal nozzle check and alignment. But the calibration value was erased, similar to my 8400. I then remembered I replaced my 8400 printheads a few months ago, but hadn't run the calibration afterwards.
I ran the calibrations on both the 8400 and 9400 (using Heavyweight coated, what I performed my previous calibrations with) and the output between both machines is consistent without having to re-profile my papers.
BTW both my Canon dealer and Canon tech support didn't have a recommendation on what paper to do the calibration with, just to use the same paper for calibration each time. They did say to do head alignments on glossy paper for best results.