This is more about published settings than home-brew, which I think by their nature are a bit different because the GM makes everything to suit the campaign's needs from the start. With published settings there are varying degrees of depth a game can have out of the gate. Ultimately with any game, I think the goal is to achieve depth in the end, but some GMs want that at the start with the world material, some like a more build as you go approach (building on accomplishments within the game itself and developing material as it becomes relevant). A campaign setting that is thinly sketched can afford a lot of creative opportunities in this respect (I think Ravenloft would be an example of this). With that approach the GM has a nice base to work with to make the setting his own. Other games start off with dense material (I suppose HARN would fit this description) and the GM ought to be familiar with that content before play.
There is another approach described by Monte Cook (HERE) called the microscope approach, where you zoom in and out as needed, trying to give the reader a good overview of the world with varying degrees of depth. So by illustrating one kingdom in great detail over five pages, he can extrapolate and apply that kind of detail himself to other areas of the game world.
When we wrote Sertorius, we took the microscope approach because we wanted depth but also were attempting to convey an entire continent in a setting section of 100 pages. For Wandering Heroes of Ogre Gate, we are taking a slightly different approach, one I would say is closer to the Ravenloft style of leaving plenty of open space for GM's but also the HARN approach in key areas.
What we've done is offer a rough sketch of the larger setting, but focused on a particular area south of the Empire and detailed each entry there. Even with those entries however, we strove for brevity, expecting that groups will build as they game (and that GMs will add material as it suits them). We also offer a full selection of Sects and provide an overview of all the important cultural elements (like the Imperial Exams and religious customs).
It is called Wandering Heroes of Ogre Gate for a reason. We imagined it as a bit of a sandbox fused with drama, and that is the approach we took. So you have the player exploration aspect with the PCs free to wander about the setting, but you also have an active "fate" element.
We felt too much depth out of the gate, might make that hard for GMs, if they are juggling lots of information, but too little and they wouldn't have the tools necessary to manage a session. This is why we ended up trying to tackle everything on the regional map, but aiming for three paragraphs for each entry. A bigger reason for this though was word count. We are trying to keep the game under 200 pages (half the size of Sertorius) and because it includes rules, equipment, kung fu techniques, rituals and other chapters, we didn't have the same luxury we did with Sertorius to do 5-8 page entries for some places in the setting.