Thank you for reporting a bug to Unity.
After reviewing the behavior, we've confirmed it aligns with the current design and intended use of the feature. We understand this may differ from your expectations or workflow.
World-space depth-tested UI after the DLSS Pass is not viable because upscalers don't upscale depth. This is an inherent limitation of upscalers.
We will close this case as 'As Designed.' If you have feedback on how the feature could better meet your needs, please let us know - we value your input and consider it in future improvements.