Is this like the saying "you have long pockets and short arms" ie someone who doesn't like spending money?
I think it is just what it literally says. I do not recall anything having to do with deep pockets in Hungarian idioms. Except for having to reach deep into your pocket if you want to buy such and such.
Sometimes I'm just chasing my tail trying to find meanings in these weird sentences. I could never imagine a situation where I would say such a thing :)