Sure, and a lot of roleplaying games sit in this weird space where "deck-building" (character building) is a primary focus, but occurs once over a long time scale. That's just kind of fundamentally hard to deal with.
GURPS is extremely granular and can generate damn near any character concept.
Fate is far less granular, but still can generate... damn near any character concept.
5e can't because 5e rolled back its flexibility to pre-3e levels, and chose to focus on "adventuring" as opposed to being a pseudo-generic system. And I think 3e was only a pseudo-generic system unintentionally. 5e has no illusions about being generic in any way. It does "D&D adventuring".
I'd really say that complexity is the number of choices available, while depth is the number of useful choices.
This is a very good point, and different people will prefer that balance to be in different places.... I prefer depth of at-table gameplay over character creation, personally.
By my definitions, I'd say Go is a high depth game more than anything.
As far as rules complexity goes (which gets away from my more formal definition), Go isn't much more complex than them. Chess is more complex, but Go arguably has greater depth.
The rules of Go aren't much more complex than Othello.