I'd feel a little guilty in college when I'd ask the professor a deep detailed question looking aroung the nuances of the subject. Then someone would ask: Will this be on the test? or such and I'd feel a bit righteous.

The person teaching at the university is first an expert and passionate in their field. If you ask for complexity and depth in their field in a genuine interest to delve, there is a good chance they'll be happy to have someone as interested in their subject as themselves. If it is simply a statement of wishing challenge, that's something else.

I don't remember a class in college that required me to ask them to provide extra depth as I could see areas to explore myself. Education is not something that is fed to you, it is something you garner unto yourself. I had a few "pet" professors with whom I could make 10-15 minute meetings to talk about material I'd been rooting out myself outside of class.