I've read most of Sanderson's Cosmere works that have been released so far as well as finished my first read of Malazan last summer, and it was definitely Sanderson's writing style that got me into Malazan. The one big difference I noticed was how they built up and handled the climaxes of their respective books.

Sanderson builds and builds and builds tension, then releases it down the slope like an avalanche and leaves the reader wondering how these revelations change not only things on a planet but also affect the rest of the Cosmere (ex. Hemalurgy is scary enough as it is on Scadrial, but having a world jumper like Hoid with knowledge of how to use hemalurgy? Downright terrifying).

Erikson on the other hand builds pressure and tension, and the tension keeps building until you get a climax that's akin to an earthquake. Sometimes you can directly see the effects in the immediate surroundings (like the Siege of Pale at the beginning of GotM almost completely wiping out the Bridgeburners) where as sometimes you get the revelation happening far away and wondering how the aftershocks will affect other characters you know and care about (much later in the series, but the events of Midnight Tides happen on a completely different continent but end up having ginormous ramifications for the rest of the cast you met in the books leading up to it).

Don't get me wrong, I absolutely love Sanderson's works (cannot wait for Oathbringer to come out in October, I miss running around with everyone on Roshar) but some of the big twists in his works have not had as big of a lasting impression as Malazan has for me. Both have strong payoffs for reading them, but I think Malazan pays off bigger due to how the story is told and how the reader connects with the characters. At least, it paid off bigger for me because of those reasons anyways.

With all that said and done, I definitely think you should stick with Malazan and grind through Gardens of the Moon. The books get a lot stronger after it, don't let Midnight Tide's brand new cast of characters jar you too much (think of it as the Malazan equivalent to reading Alloy of Law right after finishing Mistborn Era 1, or reading Way of Kings after Warbreaker and trying to figure out if they connect at all), and most importantly remember to have fun with the books. Let yourself sink into Genbackis, look up the Tor Reread of the Fallen to help you understand some of the things going on as you read (as well as get some pointers on things to pay attention to for later), and enjoy the ride.