Christianity has great depth- yes.
So should Christian movies - yes.
But do Christians have great depth? ummm

Art requires depth, and layers of truth and layers of reality.
If you watch Lord of the Rings and think it's just a fantasy film, your sorely mistaken.
Anyone who doesn't get this point, and is able to move past it and even if it isn't their
taste of genre probably is someone lacking depth, and doesn't care to go deeper.

Christians in general just don't go 'further up and further in' as C.S. Lewis wrote in "The Last Battle."
Going further up and further in is recognizing the desires of our hearts, and surrendering whole heartedly to the mystery of God's heart, etc. So much more to be said on this, but essentially....

When Christians find depth, and become disciplined artists who study with their hearts & their minds, then you might see a decent film. I refuse to call a film Christian, I never got the idea of calling something that isn't an individual human being Christian (which means basically, little Christ).
A G chord is a G chord.