I don't know about depth being a requirement. There are other things
which can add entertainment value in an abstract - especially multi-player.
One of my favorites (no 'thinking' abstract really) is Avalanche:
Which is a game about dropping marbles through somewhat unpredictable levers
to fill out a bingo card.
So, Pachinko then?
I don't play a lot of abstracts, mostly just Go and Chess. Theme is too important to me. I've tried some of the more popular abstracts before, like the Project GIPF ones. Meh.
Maybe a beefed up Star Trek Chess would be cool.