How is being straight or male any less deep? That's not a way to add depth to a character on the contrary it's a way to make a character feel shallow. If the reason they are there is due to race, orentaorien, or gender then by definition that is shallow and the character lacks depth because they're reason for being there is due to their orentaorien, gender or sex.
Depth to a character is added through conflict. And if the setting is right that conflict can be attributed to their race, gender, ethnicity or what ever else.
But putting a female character instead of a male character does not add depth to the character itself or the world, and the concept of that is ridiculous.
I didn't say that being straight or male was less deep, in fact if you read my whole post my meaning was very clear. If a character is straight or male nobody bats an eye because it's the "default" and people just expect it, but when they are not it is noticed and thus placed under special scrutiny, and for some reason has to be deemed relevant or understandable whereas for the default they don't have to face the same test.