Alison Bailes wrote an article titled “Understanding Filter Ratings: MERV, FPR and MPR” here:

https://www.greenbuildingadvisor.com/article/understanding-filter-ratings-merv-fpr-and-mpr

A longer version of this article was featured in the July issue of Healthy Indoors Magazine, where Allison goes on to talk about filter change intervals and pressure drop across filters:

https://hi.healthyindoors.com/i/1273289-hi-july-2020/35?

From this article I quote:

“The good news with high-MERV filters, though, is that they usually hold more dirt.  There’s more surface area with thicker, pleated filters so when they capture the same amount of dirt as a standard one-inch filter, the change in pressure drop isn’t as much.”

Allison also wrote “The Path to Low Pressure Drop Across a High-MERV Filter”:

https://www.energyvanguard.com/blog/path-low-pressure-drop-across-high-merv-filter

Where he states:

“I’ve given you the key to achieving similarly low pressure drops.  It’s simply to increase the filter area relative to the air flow rate.”

I was at Home Depot recently and looked at some 4″ thick furnace filters they had in stock.  These thick filters appeared to have the same surface area as the 1″ thick version of that filter!  I say this because the 4″ thick filter had about 1/4 the number of pleats as the 1″ filter had.

So when Allison says thick furnace filters hold more dirt because they have more surface area, this would ONLY be true if they actually have more surface area.  The filters I was looking at were 3M filtrete.

I use a 16 x 25 Filtrete MPR 1500 (MERV 12/13) filter in my 800 CFM furnace, and it has TONS of tightly spaced pleats to ensure enough media surface area to keep pressure drop low.  A 4″ version of that same filter with the same surface area would have the same pressure drop when new, but would maintain a lower pressure drop for a given amount of dust filtered when compared to a 1″ version, not because it has more surface area but because the angle of the pleats relative to each other is increased and there would be less physical obstruction from dust buildup for the air to have access to all of the filter media.  This is because the dust will tend to “build up” at the base of the V between pleats, and the tighter that V angle the more restricted it would become.

To summarize, a thicker filter will not have a lower pressure drop when new compared to a 1″ filter unless it has more surface area.  The advantage of the thicker filter would be simply its dirt holding capacity for a given pressure drop (lasts longer between changes).  Increasing the physical size of the filter would be a much safer bet for lower pressure drops than going to a thicker filter, but doing both would ensure lower pressure drop when new and less pressure drop increase as the filter loads up with dust.