Of course Kingdom Hearts is deep! It came from a very deep place within Nomura...his ass.
Nah, just kidding. In all seriousness(even though the thread opener is joking, I think), KH is very deep. Underneath all those childish, bright, Disney exteriors, there's a story about how destiny winds itself around us, making our decisions affect others and ourselves in ways we cannot even imagine. Plus, there's the whole thing about how darkness isn't necessarily evil, and light isn't necessarily good. It's like how it is in real life. Most of the time, people on opposite sides of a war are both evil and good in some ways.
The games also teach selflessness, optimism, the importance of friendship, forgiveness, the dangers of blindly following what you've been taught and/or believe, independence, faith in others, and many other moral lessons that I think modern society needs to learn.
Something Disney seems to have forgotten to put into most of their modern cartoons. Thankfully, when I'm older I can just pop in an old Disney movie for my kids. Hopefully by then, Disney will have gotten their old 'spark' back, and will have already started making masterpieces once more. Don't get me wrong, most of the Pixar movies and Tangled were AMAZING, but everything else in this modern day is bleh.
Back to KH.
Yes. It's a deep story. Which I enjoy very much, since plot and characters are the most important things to me in a video game.