I believe there is no difference of DOF between short and long lenses shot at the same aperture. It's an illusion because the CoC changes due to magnification and the angle each lens covers. The long lenses is magnifying the area raising the CoC so the DOF appear to be less. Since the shorter lense is taking in a much larger area, the area the long lens shot is only a small part of the shorter lenses angle enlarging the COC and making the out of focus area more out of focus. If you were to magnify the results of the short lens to cover the same area, it would have the same DOF.