Mine is quite deep and although I'd read that the depth can limit the sparkle and of course limits the face up size, I found the depth just enhanced the fire. I love when I stare at my ring and you just can't see the bottom of the stone - it just looks like the yellow fire goes on forever!
You are so right that more depth enhances a colored diamonds sparkle!
I heard that more depth is fine when it comes to colored diamonds because it helps its color to be more vibrant.
Its the colorless diamond where you want correct size ratio.