TES (Skyrim specifically) had a number of games to build lore from, Dark Souls practically only has itself.
Though I do wonder, because Dark Souls lore is a ton of speculation, doesn't that mean it can have endless amounts of lore made by the community or depending on what someone thinks, rather than Skyrim where the lore is set in stone and what you see is what you get?
This is why Need for Speed is considered the game with the deepest lore to me
Skyrim as it has the entire elder scrolls series of lore to pull from on top of all of the lore that is new to that game. When looking at deepness only, not preferred or quality, Skyrim is significantly deeper just because of how long the series has been running.