Fuzz testing operating system kernels remains a daunting task to date. One known challenge is that much of the kernel code is locked under specific kernel states and current kernel fuzzers are not effective in exploring such an enormous state space. We refer to this problem as the dependency challenge. Though there are some efforts trying to address the dependency challenge, the prevalence and categorization of dependencies have never been studied. Most prior work simply attempted to recover dependencies opportunistically whenever they are relatively easy to recognize. In this paper, we undertake a substantial measurement study to systematically understand the real challenge behind dependencies. To our surprise, we show that even for well-fuzzed kernel modules, unresolved dependencies still account for 59% - 88% of the uncovered branches. Furthermore, we show that the dependency challenge is only a symptom rather than the root cause of failing to achieve more coverage. By distilling and summarizing our findings, we believe the research provides valuable guidance to future research in kernel fuzzing. Finally, we propose a number of novel research directions directly based on the insights gained from the measurement study.