That's related to the changes from XNA3.1 to XNA4:
Each rendertarget now has an associated depth buffer: no more DepthStencilBuffer type
Breaking changes in xna 4
About possible memroy waste worries, Shawn answers:
Several of you expressed concern that this design could lead to wasted memory, as you can no longer share a single depth buffer between many rendertargets.
Not at all! The key shift here is from an imperative API, where you explicitly create depth buffer objects, manage their lifespan, and tell us which one to use at what times, to a declarative API, where you tell us what depth format you want to use, and we figure out how best to make that happen.
Some interesting thoughts follows on blogs.msdn.microsoft.com/shawnhar
Possibility to reuse depthstencil buffer between RTs
Do you mean use the same stencil or just depth ?
What if you need a 'custom depth buffer' like a linear depth for example, instead of the standard z/w with your deferred renderer ?
It is already "shared" between RTs when doing MRT when computing the desired depth mode (linear, z/w, 1-z/w etc)
If you mean sending a depthbuffer to be used with an effect on a new RT, if you pass the computed/resulting RT containing the depth along the data to a shader, so it can read it from the current depth, and also restore it (as a deferred renderer does at the end of its process when merging all the rendered RTs to the final texture)