Anti-Aliasing is performed after the scene has been rendered to the GBuffers and although there is the concept of depth even at that stage, it wouldn’t help you to turn down the quality for some pixels based on their scene depth since it’s all a screen-space effect. You’ll just end up with patchy aliasing - and distant objects (which can be the worst offenders for aliasing artifacts) will start to jitter heavily.
Aside from that, it’s also hard to perform aliasing that way since it add an additional cost of it’s own to filter the quality based on depth - probably more than it does to just process the entire scene for the same cost. The varying performance of the AA based on what’s on-screen also makes it hard to tune for any given scenario.
Try switching to FXAA if TAA is performing badly - but in all honesty the engines TAA solution is probably the best of it’s kind right now, aside from the motion artefacts.