Any ATM attached to a bank does let you deposit, actually. In the states, mostly just in envelopes that are counted later, but in China, they actually count and verify the money in place.
I would imagine that there are more ATMs unattached to banks than attached, so saying "most" ATMs don't take deposits doesn't seem like a stretch to me.
As for deposits, modern ATMs in the US will count bills and also scan and deposit checks immediately without envelopes.