Components and wire will make a huge improvement in depth regardless of the room. Because usually people have already done pretty much everything they can with speaker placement. The main thing you can do to get more depth is have the speakers out at least a few feet from the front and side walls. Once that is done you can still squeeze out a bit more from acoustic panels- absorbers or diffusers- but not much. Very little. Certainly very little compared to what you can get with better components and wires.
But components and wires calls for a good deal of research and auditioning. A set of Synergistic Research HFT for the speakers will be much more effective. HFT totally make the speakers disappear, by making the sound stage much more palpably real, both left to right as well as front to back. If its on the recording with depth believe me you will hear depth.
Compared to acoustic panels HFT are far less obtrusive and way more effective. I've got a lot of experience with both. Its not even close. Look at the difference. The panels are hard to miss. The HFT are all over the place but I had to shoot closeups to show them.
https://systems.audiogon.com/systems/8367You can try just one speaker kit, use half on each speaker, which is how I started when I wasn't sure. Then when you know how they work you can look at your room and where their recommended placement and figure out how many more you might want and where to put them. I would also try ECT as they produce the same 3D imaging effect but being placed on components instead of walls they are even less room dependent.
All with money back guarantee. Again, tried all this stuff. HFT are more effective than panels for the money. Anyone recommends acoustic panels, ask how they compare to HFT. More to the point, ask IF they compared.