Anyway, to answer your question, the difference is obvious. When a game is shallow, its design flaws are in your face. When a game has depth, its design flaws are less noticeable.
Example: PST. The game is very linear and the combat is shit. In most games these flaws would have been game-breaking, but the quality and depth of dialogues, the effect of stats - the only game where you had to have high INT, WIS, and CHA, the rarely explored setting made the game a top 10 gem.
Same with pretty much every other Codex favourite game. None of these games is flawless. They all have huge fucking flaws, BUT what they deliver in other areas, usually key role-playing aspects, completely overshadowed these flaws, unlike games that have nothing but fucking flaws.
New Vegas does have the compass, but it's not annoying. Want to know why? Because most quests have multiple solutions and I don't mean "use speech or science".