Whether you think Mysterious Ways has depth or not depends on what you are lining it up against. I think it's a great example of a song where U2 got the music and the message completely in harmony. Edge's guitar, starts out with just that 'throb', like the temptation in the back of the mind, kinda creeping forward. It just sounds like a dirty temptation, a distraction. It's fun, it's funky, it's definitely meant to sound like something you want to be a part of, something you can't help at least tapping along to, maybe moving along to, in a way that almost isn't by choice but by natural urge.... The throbbing builds, more of them, but it doesn't become smooth, really all connect, till the "one day you arrive" and then the part just plays, the temptation has taken over - or is it the other way around, the throb is the guilt that leads you back from the temptation to love, which soars and takes over at the end? It's a song about lust vs love, temptation and spirituality. It's heavy, it has great depth. The music stirs something in you right? Particularly some of those live versions where the Edge absolutely explodes. Line that movement up a little closer to the lyrics. Bono's ZooTV dance with the belly dancer, which starts with just a sideways glance from the other end of the stage and finishes with that "Do I/Don't I" struggle and him giving in and taking that symbolic cloth away. Listen to the It's Alright's from the beginning to the end of the song, they start off sounding like someone trying to convince themselves that something they shouldn't be doing is okay to do, then by the end they are cocky and confident. Particularly live, listen to the different delivery from start to finish live. You almost imagine at the start a guy ducking out of the nightclub for a breath of fresh air and a cigarette, fighting that mental battle about whether he's about to go home with someone "It's okay... you know you want to... it's not wrong.... is it? It's alright, it's alright..." then at the end the guy is in the act and "It's alright" sounds more like "This is fucking great!!!" OR he's done that right thing and gone home to love "THIS is what is alright".
Personally I think it's a great example of what U2 should be doing now. No, not 90's experimentation or some dream of Achtung part 2, but songs that are in a place that everyone can take something. There seems to be a belief that U2 must swing one way or the other, but no-one talks about the middle. The argument seems to always be "It's either Elevation 110% simple, accessible, radio friendly crap or far out weird Passengers experimentation and ideas and I just can't sing along to that". Mysterious Ways is a great example of a song that on the surface is musically catchy and unique, a song that at the time had HUGE radio play and is now one of U2s most instantly recognisable songs, a song that still to this day seems to be one of the most known and loved U2 songs among non-U2 fans (of that age or generation). At the same time lyrically and thematicaly it was probably the heaviest song on the Top 40 at that time, by a mile. It is most definitely not throwaway, it holds one of the single key thoughts of Achtung Baby and tells it perfectly.