Although the best bar tape for gravel that's been purpose-designed for off-road use tends to be thicker than standard tape at 2.5mm to 3mm thick, there's no reason why you do need this extra thickness if you're more comfortable with a thinner tape.
Some gravel bike bar tape is made of more dense foam than others, so although it may be thinner, it may be just as effective at soaking up vibration and might give you a more positive bar feel than plusher tape.