Both lenses should have the same depth of field at f/2, the focal length variation wont be off by more then a couple of percent at max (thus negligible difference to dof)
What you are seeing is indeed the effects of the focus screen, some focus screens are optimized for brightness and dont actually show any smaller dof then f/2 (or on modern DSLR screens f/2.8 even).
Try setting your f/1.4 lens to f/2 and press the preview lever, its possible you wont actually see a difference.