Generally speaking, no one worries much about frame depth on sxs.  OU's are a different story.  Merkels, for example, are very deep.  Contrast a Merkel receiver with a Browning Cynergy receiver--which, I believe, is about the shallowest one you're likely to see in a production gun.  The depth, or lack thereof, is a result of how they're bolted--per the above.  Merkels bolt a lot like a sxs, with a hinge pin on the bottom plus top fasteners (the Kersten bolt being an OU version of the sxs Greener bolt).  Cynergys, in contrast, lock the barrels on the sides of the receiver rather than top and bottom.  Therefore, nothing to add depth.
I think a lot of sxs shooters, used to guns with shallow receivers, also like OU's with shallow receivers.  But it's not necessarily a matter of depth adding weight, because Merkels--as deep as they are--can be quite light.  They're  not as wide as some designs that use other bolting methods, which reduce depth but add some width.
Last edited by L. Brown; 03/27/12 06:35 PM.