Snowshoes or XC skis work by spreading the load across the surface area of the shoe or ski. It is a matter of simple physics. As already said, nothing wrong with the shoes; you were just trying them out in brand new powder that won't support much of anything until it settles.

I ran into the same thing in Yosemite last year-fresh snow under my skis. I wound up using snowshoes and still had problems with sinking in in some spots. That's why you use poles.

Also, snow in the Rockies tends to have a lot less moisture in it than in the Sierra, so it is less dense. Give it a few days to harden up and you should be good to go. It may still be soft, but the base will be more supportive.