I'm with Shiver. It makes sense when you look at the history of the books.
Believe it or not, the WoT was originally pitched as a trilogy. However, as is so often the case with pitching trilogies, the strategy was to sell TEotW first as a novel that could stand alone, then to see if TOR could be convinced to pick up the rest of the series.
Clearly the series would have been tremendously different as a trilogy. I can't quite wrap my mind around the idea, personally. That said, TEotW has a reasonably satisfying ending and stands on its own better than any of the others, including New Spring.
See, New Spring ends at a beginning—the beginning of the series. (Well, a fair number of years before it, but we can infer rather well what transpires in that time.) You won't find it satisfying at all if you think you might want to stop at one.
And if all that didn't convince you, here's another fact about TEotW: it's fairly slow. There's a section in the middle that drags on. (You could apply that assessment to the series in general, too, but I digress.) If you make it to the end of The Eye of the World, you can be fairly certain you'll enjoy the entire series, because the end is great and very much worth slogging through the doldrums to reach.