Currently, in order to view issues related to sitemaps (orphan URLs, non-indexable URLs in sitemaps, etc), the sitemaps needs to be added as URL sources. This leads to all URLs listed in the sitemap as having depth "0", which makes depth essentially useless when the website is chosen as an URL source as well.
Ideally, if the website is chosen as a URL source, it should be used for depth calculation alone, regardless if any sitemaps are added (similarly to how Screaming Frog operates). Alternatively, allow the sitemap to be defined but not as an URL source, so you can have the website as the crawl source but also the option to view sitemap-related issues, without it/them affecting depth.
Cheers!
Mihai