How to reproduce:
1. Open user's attached "VFXDepthExample.zip" project
2. Open Scene "ParticleDepth"
3. Notice that: Camera with MSAA enabled (bottom) is not rendering the Depth Texture in Game View, camera (top) with MSAA disabled is rendering the Depth Texture in Game View, Particles' Depth texture is not rendered in Scene View at all

Expected result: When MSAA is enabled, LWRP Particles' Depth Texture is rendered in Game View, Particles' Depth Texture is rendered in Scene View
Actual result: When MSAA is enabled, LWRP Particles' Depth Texture is not rendered, Particles' Depth Texture is not rendered in Scene View

Reproducible with: 2019.2.0b9(LWRP 6.7.1), 2019.3.0a7(LWRP 6.7.1, 6.9.0)
Not reproducible with: 2019.2.0b10(LWRP 6.9.0)

Note: Could not test 2017.4.0f1, 2017.4.30f1 because Package Manager compatibility starting with Unity version 2018.1
Could not test 2018.3.0a1, 2018.4.4f1, 2019.1.0a1, 2019.1.9f1. 2019.2.0a1, 2019.3.0a10 because of errors: CS0246, CS0115, "Assembly has reference to non-existent assembly" or pink textures