The shield, the limitation of only two weapons, superior grenade usage, and slower movement are mechanical reasons. However, when you get down to it, Halo is MUCH more situational than just about any other FPS. When you play UT, you spend the match running around jumping while collecting as many weapons as possible and trying to own everything on the field. In Halo, you have to consider that many situations combined with your weapons loadout will yield very different results from all sides. Knowing how to quickly take down a shield and kill them is important and knowing how to do it faster than anyone else will give you plenty of kills. You CAN take damage because of the shield, so when played effectively, you can remain undamaged for quite sometime. In UT, when you hit someone with a couple rockets...you know that the only way for them to recover is to find health kits. In Halo, if you can not finish the job quickly, their shield will recover itself and your attack will have been for naught.
There really are no one hit kills, special combos, and level based tactical situations to worry about in UT. Halo is all about those types of things. Virtually everything has a counter attack that you must keep in mind.
The fact is, you can not simply move around a level in the same fashion as UT. At any moment death could come and you should always equip specific weapons depending on what type of area you might be in. You move so quickly and play so differently in UT that you NEVER see this sort of gameplay.
Perhaps later on, when I have time, I can explain with more detail just how important those things really are. I also used to feel that Halo had a very shallow multiplayer mode, but upon really learning it with others I discovered just how much MORE there is to it. You don't just run around, aim, and shoot...and if you do, you WILL die.
That's why my comment was NOT an insult. If someone believes that Halo has LESS depth than Doom, that is solid proof that they have not really put in the time with Halo (much less understand how the game can really play).
Halo is to VF4 as UT is to DOA3...
Based on your statement, your idea of depth is complex menus and all kinds of similar additions. Halo is deep from a pure gameplay standpoint similar to how VF4 is loaded with depth while only offering THREE buttons.