This isn't really a serious suggestion, but what would you think if you could click on the Map during a depth and it would expand to show the whole depths layout? It's not like this would be a way to find your way in a depth thus losing out on some exploration, because most depths are straight forward with no chance of really getting lost.

EDIT: Hm, just noticed that 2 month old thread that's pretty much about this on the front page of Suggestions, oh well.