THX certification has little to do with the overall sound quality of a component. It is simply a set of standards for reproducing movie soundtracks. Having the standard ensures that the speaker can reproduce the sound levels according to the standard. It is geared specifically toward the ability of the system to accurately reproduce movie soundtracks.
A speaker, in this case, subwoofer, can meet THX certification and still sound like crap on both movies and music. Likewise, a speaker that doesn't meet cert. can still sound incredible on both. So I wouldn't put too much stock in it, unless your system is for surround sound movie reproduction only and you want to ensure that every component meets the standard set by the industry. Honestly, I think the THX has become more of a marketing gimmick now, with lots of home theater in a box type speakers getting certification, car audio systems getting certification, etc. So I don't think you can really rely on it as an objective measure of quality.
What matters as far as great sound is fine engineering, quality components, great design, and build quality. The Depth i has all those factors on its side and is a great sub. I daresay it has better sound quality than the majority of subs that are THX certified.