Yes, a leather saddle does not hold up well if judged by how far a tester's thumb sinks into it. However, we don't use this standard with chairs, and they carry more of our weight than a bicycle saddle (also distributed to hands and feet). The beauty of the Brooks is that it supports you were you're supposed to be bearing weight (through your 'sit bones'), and the smoothness of the surface makes for vastly more comfortable leg movement during pedaling.

But, of course, with saddles more than any other bicycle component, there is not best solution for every rider. I'd be interested to hear how you like your new saddle after some use.