The interesting results are that for a given resolution and sensor size, the DOF does NOT depend on the lense focal length, and larger sensors can achieve better DOF at smaller aperture.
I may be totally off the mark here, but I have a different but simple explanation to this.
Wide-angle lenses have a very large depth of field as compared to telephoto lenses. We all know that. It happens that the lenses on compact digicams are very wide (say 6mm to 21mm, for example). I'm talking about the real (physical) focal length , not the equivalent angle of view.
What this means is that if you're taking a macro shot without zooming, your depth of field will be incredibly large (that of a 6mm lens). I think this simple explanation accounts for the very large difference (several orders of magnitude) in DOF between a compact camera and an SLR with an "equivalent" focal length. In this particular case, the DOF of the 60mm lens (a few millimeters at close range) on a dSLR is being compared to that of say a 12mm on a compact (a few centimeters or even meters, at the same distance). There's just no comparison possible...
Now... if I'm totally wrong, feel free to correct me
It's also harder to detect out of focus wide angle shots than it is with macro shots. You can shoot a 180 degree image and it looks sharp when viewing it at 100 percent, but one click inward and you can see that its actually not in focus (assuming it's out of focus). Albeit the greater the amount of water between you and the lens the softer the image will look when zooming in on your PC. With macro, the out of focus affect is far exaggerated so it's easier to detect without zooming in. Thus the visual impact of out of focus images is more exaggerated with macro than it is with wide angle, which is more subtle. So Matt is right on with his comments.