Why, indeed? My first thought was that the love of Christ is such that he laid down his life for us and literally went into “the depths” – the grave, not to be confused with hell. However, I suspected there was much more to it than that. To find out if there is some interpretive significance to the “depth” of the love of Christ, I went to Matthew Henry’s commentary on Ephesians 3:18:
Section III, point 5: It is observable how magnificently the apostle speaks of the love of Christ. The dimensions of redeeming love are admirable: The breadth, and length, and depth, and height. By enumerating these dimensions, the apostle designs to signify the exceeding greatness of the love of Christ, the unsearchable riches of his love, which is higher than heaven, deeper than hell, longer than the earth, and broader than the sea, Job 11:8, 9. Some describe the particulars thus: By the breadth of it we may understand the extent of it to all ages, nations, and ranks of men; by the length of it, its continuance from everlasting to everlasting; by the depth of it, its stooping to the lowest condition, with a design to relieve and save those who have sunk into the depths of sin and misery; by its height, its entitling and raising us up to the heavenly happiness and glory. We should desire to comprehend this love: it is the character of all the saints that they do so; for they all have a complacency and a confidence in the love of Christ:
And to know the love of Christ which passeth knowledge, v. 19. If it passeth knowledge, how can we know it? We must pray and endeavour to know something, and should still covet and strive to know more and more of it, though, after the best endeavours, none can fully comprehend it: in its full extent it surpasses knowledge. Though the love of Christ may be better perceived and known by Christians than it generally is, yet it cannot be fully understood on this side heaven. Source: https://www.christianity.com/bible/commentary.php?com=mh&b=49&c=3
Matthew Henry references Job 11 where it asks, in verses 7-9:
Can you fathom the mysteries of God? Can you probe the limits of the Almighty? They are higher than the heavens – what can you do? They are deeper than the depths of the grave – what can you know? Their measure is longer than the earth and wider than the sea.
I believe that the Hebrew word for grave is ‘quever’ (or something similar). It literally means the place (a tomb or a grave) into which the dead body is laid.
Paul’s use of four dimensions in Ephesians 3:18 reminded me of what he wrote in Romans 8:37-39:
No, in all these things we are more than conquerors through him who loved us. For I am convinced that neither death nor life, neither angels nor demons, neither the present nor the future, nor any powers, neither height nor depth, nor anything else in all creation, will be able to separate us from the love of God that is in Christ Jesus our Lord.
Matthew Henry has written a wonderful commentary on these inspired words of Paul. Section 2 deserves reading in full, but I will refer only to the specific reference to “height and depth” of the love of Christ:
(4.) Nor height, nor depth—neither the height of prosperity and preferment, nor the depth of adversity and disgrace; nothing from heaven above, no storms, no tempests; nothing on earth below, no rocks, no seas, no dungeons. (5.) Nor any other creature—any thing that can be named or thought of. It will not, it cannot, separate us from the love of God, which is in Christ Jesus our Lord. It cannot cut off or impair our love to God, or God's to us; nothing does it, can do it, but sin. Observe, the love that exists between God and true believers is through Christ. He is the Mediator of our love: it is in and through him that God can love us and that we dare love God. This is the ground of the stedfastness of the love; therefore God rests in his love (Zep. 3:17), because Jesus Christ, in whom he loves us, is the same yesterday, to-day, and for ever. Source: https://www.christianity.com/bible/commentary.php?com=mh&b=45&c=8
Take your pick from these interpretive significances to “depth” as used in Ephesians 3:18 to describe the love of Christ:
Higher than heaven, deeper than hell (or the depths of the grave)
Stooping to the lowest condition to relieve and save those who have sunk into the depths of sin and misery
The height of prosperity and preferment, to the depth of adversity and disgrace
From heaven above to the rocks, seas and the deepest dungeons on earth
Thank you for asking this question. I have been uplifted and inspired by delving into this subject.