Asynchronous glReadPixels of depth component blocking?

We have tested the use of PBOs for asynchronous read-back of depth values in the main frame buffer. Opposed to what we see when reading back color values, the call to glReadPixels with GL_DEPTH_COMPONENT or GL_DEPTH_STENCIL is always blocking. Even when using the asynchronous read-back approach with two PBOs.

Has anyone experienced the same behavior?