Depth means different things to different people. I don't know what it means to you but I can tell you what I like about this game.Your empire in Aurora is exactly what you make it.
You set the priorities for your empire. You can focus on mining resource, research, manufacturing, building ships, colonizing. Really anything. And those priorities have real consequenses. I'm sure I'm not the only player that lost a colony because I prioritized manufacturing over defense and then welcomed an invader fleet into my system.
Discovering the right balance to strike in those priorities is the first real challenge a player faces. Once your discover that, then you set your own goals. Maybe you want to colonize 100 systems, make your first 100000 ton ship or whatever. The world is open ended and you can pursue your own goals in your own way.
What's more, most computer games try to simplify the game play. I get it, the companies that produce the games need to make money so they need their games to appeal to the largest possible audience. I've come to find that what appeals to me in a game isn't what really sells games to the general public. I don't really like simplicity, I like complexity. I like games that are hard to figure out and have a learning curve.
Aurora delivers complexity and freedom. I'm sure that the game doesn't appeal to everyone. In fact, I suspect it only is really enjoyed by a relatively few people. But it provides what I'm looking for. So that's my take.