Are you racing, or just riding around? If you are racing, or riding with fast riders on your road bike, I would put the wheels with deep sections on the road bike and get wheels with rims of suitable width for your gravel bike. At 14mph it won't really matter for your purposes how deep the rims are on the gravel bike.
If you are racing on both bikes then the story is different--I would have a look at what the professional racers in your discipline are using.
Deep rims with widths matching the tires will provide you a small aerodynamic advantage, which becomes more noticeable as you go faster. Probably not a big deal at 14mph.
Wide rims with wide tires provide some handling advantages, especially improved steering on the road, because the tire cross section looks more like a U than an old incandescent light bulb, and the tire doesn't squirm as much.
This is more of an issue with a bike used for mixed rides with both paved and unpaved surfaces. On loose gravel the steering is terrible no matter what the width of your rims is--but the steering is best if the tire is wide enough to not dig into the gravel.
This last issue is most relevant in dry areas of the West, or anywhere trail maintenance is performed by pouring gravel into the trail without tamping. (Here in the Seattle area you sometimes are riding along on a perfect unpaved trail of gravel embedded in a matrix of soil, and you run into a pothole that has been repaired with a fresh pour of new loose gravel. It's like running into a runaway truck ramp unless you remember to bunny hop over it.)
I don't think there is any noteiceable improvement in comfort by using shallow rims on a gravel bike. Using wide tires with proper inflation pressure is much more important, which you are already doing.
Correctly tensioned spoked bicycle wheels are very stiff vertically, and somewhat compliant laterally, no matter how deep or shallow the rims are, as explained in Josh Poertner's blog on the Silca web site. He relates how when he was working for Zipp, he was trying to figure out why their carbon rims were cracking during professional road races on cobblestone, while the traditional aluminum rims were not. It turns out that the wheels with carbon rims and the wheels with aluminum rims were about equally stiff vertically--the aluminum rims just bent instead of cracking. Both rim types were failing, they just had different failure modes. This is what led Poertner to convincing the professional team he was working with to use wider tires and lower tire pressures, so that they could gain the advantage of the improved aerodynamics of a deeper rim with an aerodynamic cross section.
See
https://silca.cc/blogs/silca/road-to-roubaix
I can't figure out whether riding at road race speeds over cobblestones is an act of athletic heroism or lunacy, but there you have it. The film "A Sunday in Hell" is certainly entertaining.
https://en.wikipedia.org/wiki/A_Sunday_in_Hell