But I was wondering how in the world do bulbs of tulips, lilies get
buried so deep. I never planted them that deep but they seem
to go deeper and deeper. Do they somehow sense how deep
they need to be in order to survive winter?

I believe that at the end of their growing season, the roots of many
bulbs and contract, pulling the bulbs/corms deeper into the soil. This
is especially true of plants which form new bulblets or corms at th tops
of the old ones.

M. Reed