In my own experience "setting depth" best comes organically.
The reason why Aquerra has so much information about it is because with each campaign it developed more and more from the adventures I chose to run, the actions of the PCs (and the actual types of PCs), and pure world-building as preparation for a particular campaign. All of this was built upon the basic framework descriptions of nations, peoples, religions and history.
It is easier to access, I think, when it has grown slowly over time in a holistic way (I still prefer the top-down approach to start with), as opposed to just writing up a whole of bunch of details that while may fit together well, have no context to make it stick.
If there is an elven tea ceremony then the players know about it because of some scene or adventure involving it, or some scene from a character background took place at one and it was an important detail for some cultural reason - and in the future when it is mentioned again in passing by some NPC, well - even if it is not all the same players it has a little more "reality" attached to it by virtue of its meta-game history, as much as in terms of it being woven into some fictional culture.