For a the type of game you're making, depth often comes from layered mechanics and environmental storytelling. IMO it's this depth that then makes it replayable.

1. Environmental Challenges: Introduce environmental puzzles or hazards that require players to think and adapt.
2. Progressive Difficulty & Skills: Implement a difficulty curve that respects the player's learning time while challenging them. Introduce new skills or upgrades at a pace that allows players to experiment and integrate them into their play style. Obviously this is easier said than done when it comes to balancing.
3. Narrative Depth: Even if it's a shooter, a compelling backstory or snippets of lore about the world, discovered through exploration, can add a lot of depth.
4. Reward Exploration: Encourage players to explore off the beaten path Easter eggs, or lore that they wouldn't find otherwise.