Again, this is circular.
Why can it not exist? Because, as you say, it needs to be 3-dimensional (have depth) to exist.
QQ raises a good point. The surface of a table certainly exists, yet it has no depth.
The surface of an actual table is a layer of atoms that has quantifiable thickness.
The surface of a mathematical cylinder is a two-dimensional manifold that has no thickness.
Math $$\neq$$ physics.