By rights, changing the string gage should also require changes to the nut slots, but most people will say this doesn't matter at all. Depends on how rigorous you are with your setups.
To test if yours are ok for you, try comparing the effort it takes to fret the first note. It should be pretty easy to fret with a modest amount of pressure. The first position should be in perfect intonation.
You'll find specs on this slot depth in the setup instructions of a lot of basses, which I believe state there should be a certain amount of nut above the fretboard when measured from the top of the fretboard to the bottom-most depth of the nut slot at the base of it.
It's just one of those little things that make a bass setup feel perfect instead of just "good".