DOF is tetermined by a few factors. Loss of DOF occurs
1) if you are closer to the subject
2) the focal length of the lens is longer (zoomed in)
3) the aperture is larger (smaller f-stop)
In the experiment, we really don't have enuf info about other factors like light and aperture but you can figure that when you were closer and zoomed wide, the DOF gained from your shorter lens length (#2) was offset by your closeness to the subject (#1). Whether it was a complete wash would probably take some physics calculations that I don't understand and don't particularly ever want to.
But getting closer, besides lessening the crap between the lens and the subject, also allows your strobe to do more lighting, which allows you to use a smaller aperture (bigger fstop) (#3). So to gain DOF closer rules again.
If you want less DOF, you could turn the strobe down.
"Get close & shoot up" is still the best UW photo mantra going.