Well I'm confused. Many do, in disregard of recommendations not to, power their servo via the arduino 5V pin, which can supply maybe 300-400ma and if it's a small enough servo with little mechanical load, not see any apparent problem.
Again the best advice is to power servos separately via an independent 4.8-6.0 volt DC power supply or batteries, but that does not mean one can't get away with powering one small unloaded servo directly from the arduino via it's 5V power pin. The 40 ma maximum rating of output pins has nothing to do with the subject of powering servos, at least to my mind?