What's a good way to give the antagonist thematic depth?

The antagonist is the externalization of the counter-argument.

If the protagonist believes in liberty, the antagonist believes in conformity.

If the protagonist believes that "with great power comes great responsibility" then the antagonist believes the opposite.

[the protagonist may not believe in the beginning, but may come to believe; this leads us to distinctions between antagonists and villains and mentors]

Best.