First of all I know that: 'it makes training less stable' & 'RL is already inherently unstable'. I'm asking why those things are true?
Intuitively it seems very strange & to be perhaps a fundamental weakness of RL that it very ineffective at learning large networks. Supervised learning usually has no problem learning features from unstructured data via potentially quite large networks (e.g. upwards of 8+ layers). But in the case of RL it is a very big problem it seems (that is learning the extra embedding layers in the front of the network 'head').
P.S. in case you don't believe me here is a plot of hyper-parameter search data I collected on Acrobot-v1, CartPole, MountainCar-v0, and Pendulum-v0. Also it is not hard to find evidence for this online... Just look at stable-baselines3 it has default num_layers=2...