Phillipe,
Like the US Football analogy.....as Lester says, it depends on what the bunker is being asked to do, and to a degree, what kind of course is it? A Carnoustie like course wouldn't be appropriate for your next muni commission......
Following up on Lester's comment, yes, a fw bunker may also be at any location for a variety of reasons, including directional, aesthetics, separation, save bunker, etc. No reason for any of those to be real deep, although, I guess a hazard is a hazard and should give some consideration to its hazard values.
I thought about this one over lunch a bit. Looking back at 36 years of doing this, only on a few courses did I consciously think about fw bunker depth (and those were flat, like my course in Davis CA). If there is any topo, the over riding factor is fitting it in there, regardless of depth. Then, at that point, you have sort of a random bunker in terms of any particular philosophy - such as a deeper bunker on a long par 4, or shallow one on a short par 4. It is what it is, and I then start instituting the "corrolary" principles of more room if its deep, etc. as mentioned above.
After opening, the golfer needs to figure that in the playing of the hole. And, its okay if one hole has a scary bunker, and the other has a benign one. Again, it might be too much if all the fw bunkers were scary, or maybe not. But, I suspect for most coruses, it would in fact be too much.