I suppose a low, fast-moving ball (such as an amateur's mishit) could skip over the top of the rough a bit, in which case the rough could slow the ball enough so that a shallow bunker could catch it. That could be fun, but I'd prefer that the bunker were deep to begin with; let the hazard be a hazard.
Another thought: could it be that the rough is designed to create trouble for the skilled player, whose aerial shots are more likely to land firmly in the rough, and who may be more comfortable getting out of sand than getting out of deep grass?