I once did see a small amount of deposit in a cask strength malt whisky, a Tomatin 2002 PX-finished. It was very minor and didn't seem to have any effect. Otherwise, just yesterday, I noticed that my unopened independent bottling of a 10 year-old Glenlossie (distilled 1993) had a skiff of light sediment and a few dark particles. It was a 46% alcohol and not chill filtered. My understanding was that a non-chill filtered might develop a haze if the bottle got cold but that it would disappear when back to room temperature.
I've got a cask strength malt that was distilled in 1990 and it looks pristine so age in bottle isn't the reason. I'm at a loss to understand why there is sediment so I hope somebody more informed will chime in. By the way, what whisky were you gifted?