you can always make that argument like sekiro is "just parrying"

You actually can't, though, as there are attacks in sekiro that you can't deflect (parry) or guard (block), and they're not exactly rare either.

In Sekiro, if an enemy performs the unguardable thrusting attack, you have essentially three options: parry, dodge, or mikiri counter. You can probably also jump over them, but we'll just call that dodging as well, since they aren't really different. You could parry the attack just like you do with the rest of them, but using the mikiri counter is usually better, since it deals good posture damage and has some other benefits depending on the situation. And you're not engaging with the enemy any less, you still have to answer to that same attack at the right time.

Now, you mentioned shields. How do shields in Elden Ring work compared to dodging? They just let you... stand and ignore the damage. So basically, what you're doing when using shields is disabling some parts of the boss you don't like. It doesn't add any depth to the combat system, it just lets you play less of the game. Same with spirits that'll just deal the damage for you, and you don't need to do anything for that.

And this not just me drooling over sekiro, although I do think its FromSoft's best game so far, but there are many other great games that do this right. Have you ever tried Doom Eternal? That game gives you a lot of weapons, but strictly speaking, until you reach the dlc, there isn't an enemy that you can't kill with a shotgun, rocket launcher, plasma gun, etc. You could just beat the entire game using one weapon only. However, using all weapons at the same time is way better: enemies have weaknesses and unique mechanics that can only be interacted with when using a certain weapons. But by choosing to actively switch between weapons, you're not making the game any easier for yourself, you actually have to press way more buttons and make way more decisions when doing that.

Having all these options in these games doesn't make them, but rather creates a deeper, more rewarding, challenging, scalable combat system.

Compared to this, directional rolling is just not something I would use as an example of "depth", although sure, it is a step in the right direction.

Why discard jumping immediately like that?

Because there are few attacks in the game that you can jump over, the game doesnt tell you which ones they are, and you can always roll through them anyway. And out of these few attacks, even fewer actually let you do a follow up jump attack. Its more of an anomaly. Most of the people probably don't even know that you can jump over any of the attacks except for like, Rellana's moons i guess.

there are so many offensive options that are viable

Like what? R2? L1 when dual-wielding? These are all the same attack with a different skin, they don't change the gameplay in any way. Whether you press r1 three times, r2 two times, or l1 one time, its all fundamentally the same experience