On the topic of illusion of depth, this is one of the reasons when I write a D&D campaign, that I write a lot more backstory than the players will ever explore. It creates a feeling that all the individual elements are part of a greater whole, but there are purposefully puzzle pieces missing. It is a puzzle that the players can try and put together in their head, although it is not meant to be solved.
Many of those background elements are just window dressing; never meant to be stories of their own. In that respect, I feel exploring the clone wars and Vaders backstory was a mistake. It is not as interesting to show the audience what happened, rather than leaving it to the audience to fill in the blanks. Vader was written as a villain, and never meant to be a protagonist. So you have to jump through a lot of hoops to make him one.
Likewise, showing the Spice Mines of Kessel in Solo feels creatively bankrupt. I enjoyed the film, while a lot of people seem to hate on it. But the way these spinoffs blow up George Lucas' table scraps into full blown stories, feels extremely uninspired to me.
The trilogy of The Hobbit movies had the same problem. Peter Jackson tried to transform a simple book into a fullblown epic trilogy, by filling it with left overs from the Silmarillion: details that were never meant to be full blown stories of their own. Transforming the window dressing into the foreground of a grand adventure, means taking away some of that mystery, and the feeling of depth. Sure, he's filling in the missing pieces and creating actual depth. But what is inserted is not necessarily better than what we had in our heads. And some puzzles are intended to remain unsolved. I did not need to see the clone wars, or the spice mines of Kessel, or the battle of the 5 armies.