I think "depth of soul" is measured (wrongly) by something else. I think it still has to do with intense emotions, but it is commonly more a description of people whose (intense) emotions are ambiguous, ambivalent, complicated and not readily apparent. While I think an INTJ is as capable as an INFP of having intense emotions, I think they would probably have far less inner ambivalence, ambiguity and conflictedness than an INFP due to their dominant Te. So I don't think INTJs would have less of an emotional life, I think they would have a better-defined (and controlled?) emotional life.
I dunno, how would you measure "depth of soul"?
Personally, I consider the INTJs I know to oversimplify values issues in favour of pragmatism. When you really question one on why they do the things they do, and why they hold the values they hold, it's like hitting your head against a brick wall sometimes. I can never tell if their values exhibit the simplicity of enlightenment, the simplicity of naivety, or the simplicity of indifference/despair.