The expression "too profound to be understood" appears in two contexts. The first expresses the idea of difficulty beyond the capacity of a certain audience. For example, from The Casket, Or, Flowers of Literature, Wit & Sentiment describing the life of Isaac Newton.
In 1687, his mathematical principles were published, which, being
too profound to be understood by every one , met with no small opposition; but when they were once know, were so well received , that
nothing was heard from all quarters but one general shout of
admiration.
This is a reference to Newton's Principia* in which he developed his theory of gravitation using his discovery of the differential calculus, mathematics too difficult and new to be understood easily.
In The Electrician: A Weekly Journal of Theoretical and Applied Electricity and Chemical Physics, Volume 2 (1862):
The causation in both cases has been too profound to be understood;
and that being unknown the functions themselves, and therefore the
conditions on which they depend, have been more or less confounded
together.
The two cases here are electrical charge and electrical conduction. These are mysteries that cannot be understood because the science hasn't caught up with the application. In this case, James Clerk Maxwell's theory of electromagnetism is over a decade away.
In the second usage, the phrase means that the understanding is not amenable to rational investigation at all. It isn't a matter of not being clever enough (like Newton's contemporaries) or that people are waiting for reasons be discovered (like electricians before Maxwell). The profundity here is of a different order. Henry Miller says in Sexus
Joy is founded on something too profound to be understood and
communicated. To be joyous is to be a madman in a world of sad ghosts.
The experience of joy is insanity, the very essence of abandoning rational explanation altogether. This use shows up in descriptions of transcendental religious dogma. From Truth and Error: Comparative Charts of Cults and Christianity by A. W. Gomes:
The Greek word musterion may denote something too profound to be
understood by human reason, or something once hidden but then
revealed by God....
That is, the "knowing" via revelation surpasses the ability to know via ratiocination.
*Philosophiæ Naturalis Principia Mathematica or "Mathematical Principles of Natural Philosophy"