Based on your description of the artwork "Stage Set with a Statue and Palace" by an unknown artist, it seems that the use of value change in the image likely contributed to creating the illusion of depth. Value change refers to the use of light and dark shades to give a sense of volume and space in a two-dimensional medium.
When an artist effectively uses value change, they can create a three-dimensional feeling in the drawing, helping to separate foreground elements (like the statue) from background elements (such as the building and trees). This technique creates a more immersive experience for the viewer and enhances the overall composition of the piece.
Thus, the correct answer to your question would be: was able to create the illusion of depth.