I'm not saying it's bad, just that "deep" to my understanding is when a piece of art has more to it than what it appears to at first glance. Midnight Gospel is about a guy doing a "spacecast" where he interviews random aliens he finds. But when you look "deeper', it's really....a guy doing a podcast where he interviews people. Not a lot going on under the surface, just reskinning the interviews into a different format and adding a small bit of sci-fi world building.
Yeah, I guess that's true, but that doesn't make them any less "deep" for me. All the episodes got me thinking about things in a general sense, which is what I'm looking for from what I'd call "deep". However, the last episode was on a different level than anything I've ever viewed before. It does have more to it that what it appears to at first glance, at least it did to me. Are you aware of the background of that episode? Maybe that one episode causes me to attribute a deeper deepness to the show as a whole.