Naively, I'd never even considered how reply depth would impact server load though it's obvious when you mention it. Guess serving nodes most people won't read would be a waste.

Not wanting to miss out on anything, I had my own depths set rather high. I've now dropped them (a bit) and will try out the "text higher than header" depths as you suggest.

Some people may still be confused by the "below your chosen depth" but it might be best to let them speak for themselves (if it ain't broke -- fix it again).