well, it is not the burden of an expressive medium to 'discover' new concepts. it is never claimed that art itself must substitute for systematic philosophy.
of course, the audience must already have a certain level of understanding before viewing in order for the show itself to be of any meaning. but, the viewer is still thinking while viewing, and sometimes the thoughts are productive. here the process is no different from thinking while looking at life, or even staring into blank space. however, going by the usual attribution of source of insight, if one derives a good thought from viewing animu or other media, it is unproblematic to say "this show is interesting."
to challenge this is to challenge olde empiricism, which is plain folly.
further, fiction and even nonfiction media could present scenarios that prompt certain thoughts. themes in animu should be understood as an invitation to contemplation, not a direct exposition. a large portion of value is not in the "level" of the theme but in the way viewers are prompted and guided. might want to call this seamless incorporation.
whether one attribute these sources of new insight to the animu itself is not my concern, the point is, a certain viewing approach, by a person with a certain level of knowledge etc, along with a show, produces certain experiences that we may call insightful.
then it should be obvious that a discussion of the depth of a show can only occur within a (imaginary or otherwise) consensus community with a particular conceptual schematic and approach to viewing. just because saying "this show is deep" seems to make "deep" a property of a particular media does not mean one should discard such talks. going by the framework presented above, criticising someone for not seeing a particular show as deep is just a criticism against a particular aesthetic.