I wonder if something like Chess, Go, or Risk should be considered boring. After all, the game mechanics are incredibly simple.
Depth does not always need to come from complexity, and in my opinion, the best type of depth is the kind that emerges from simple mechanics.
Now it's still debatable whether or not a game like Starcraft has a lot of depth after having its gameplay mechanics trimmed down and polished relative to what could be (20 races, 100 unit types each, each unit type having on average 10 special abilities, random personalities for each unit, fully physics-enabled maps with deformable terrain and liquid flows, any other crazy things you can think of). Nonetheless, I think that it should be clear that Starcraft's lack of complexity is not anywhere close to sufficient grounds to claim that it lacks depth.
Blizzard is very skilled at maintaining a relatively narrow and strict focus with their games (can't speak about WoW, haven't played it), which I consider to be a very good thing, not a hindrance, as this narrow focus can help them choose and tweak the game mechanics that lead to a natural emergence of depth, without getting buried under an avalanche of complexity that refuses to cooperate with any tweaking and balancing. Getting complex mechanics to produce interesting results can actually be something of a nightmare, in my experience.