i agree, it will not prevent the depth event from occurring.
though it might affect any other effect which checks the actual value rolled
for example if a hero has the madness effect "its coming for you!" where he receives sanity damage if the darkness roll fails; if the posse marker is in the middle section you need to roll 8+ to succeed, so if you roll double 4's the depth event is triggered as normal but the hero will need to roll for the sanity damage as the actual result of the roll is 7 which is a fail.
but rolling any double doesn't count as a failure on the darkness roll I thought.