It is and isn't the most complex. It's definitely the most complex in terms of different game mechanics (which is part of the reason the AI has trouble).
This is complexity.
However it isn't terribly complex in terms of overall strategy even disregarding the AI. There's minimal empire management challenge and it's basically expansion over all else.
This is depth.
You can use complexity to buy depth, but at the expense of approachability. Complexity that doesn't add depth is bad.
I think that Civ VI is both more complex and deeper than previous games. That's not to say that Civ VI is a deep game, though. The others were just less so.