When Does Depth Survive Composition? Compute--Quality Regimes in Latent World Models

Adaptive-compute world models -- early-exit or mixture-of-depths predictors that spend variable depth per step -- assume depth buys better predictions and can be routed adaptively. In autoregressive rollouts, the first assumption requires depth's per-step precision to survive composition. We test this with a pre-registered instrument, the shallow penalty $\rho=\mathrm{err}(\text{shallowest-exit rollout})/\mathrm{err}(\text{full-depth rollout})$, across nine DeepMind Control tasks under matched single-step ($K=1$) and multi-step ($K=4$) training, three seeds each. We find three regimes: on 6/9 tasks depth helps rollouts (intrinsic, $\rho$ up to $4.7\times$), on 2/9 the shallow exits beat the full stack (inversion, $\rho$ down to $0.85\times$), and one is flat. The robust inversion (cheetah) is not a property of the dynamics but is created by training: an ablation supervising early exits only at the first rollout step erases it ($\rho: 0.87\to1.18$, $n=8$, $\Delta=+0.31$), while an intrinsic-tradeoff task is unaffected -- a double dissociation we call the routability catch-22, since the supervision that makes exits routable is what trains them to out-roll the full stack. The regime is partly predictable a priori: observation/action dimensionality and one-step model error correlate with $\rho$ at $|\text{Spearman}|\approx0.75$ ($n=9$). Inside a CEM planner, $\rho$'s sign predicts whether planning benefits from depth, most sharply on the inversion task, where shallow planning beats deep. Finally, three cautions: a task's regime depends on the metric space, the rollout horizon, and the encoder. All thresholds and gates were fixed before the compute campaign, including a pre-registered negative for the hypothesis that motivated the study.