Limit wp_nav_menu_objects() only to first-level menu items

depth argument, available in functions attached to wp_nav_menu_objects hook, refers to the max depth of rendered menu (how many menu levels will be visible on site).

To change only first-level elements, you can check in the loop if the menu item has a parent.

function change_menu($items) {

    if( !is_front_page() ) {
        foreach($items as $item) {
            if ( $item->menu_item_parent != 0 )
                continue;
            $item->url = "https://wordpress.stackexchange.com/" .  $item->url;
        }
    }
    return $items;
}

add_filter('wp_nav_menu_objects', 'change_menu');