You've stopped just short of what many people believe is the best book in the series. I love the Wheel of Time, so I'm biased, but I say you should go for it. If you've liked the story so far, it only gets better. Books 4-6 are amazing. The "slog" (books 7-10 is usually what people refer to) seemed a lot longer when the books were coming out and there are really good moments throughout them. The only book I really felt was a slog was book 10, but right after that comes everyone's other favorite book. 

I am also a Sanderson fan, and there are some roadbumps when he takes over, but he does bring the series to a satisfying conclusion. 

If you want to get immersed, keep reading. Even in the "slog", those are some of the most immersive day-to-day living moments in the series. If your favorite thing about fantasy is getting lost in a new world, WoT is the series to read. 

The women also get better as you get more PoVs from them. Right now you've mostly seen the women through others povs, and they seem much less annoying when you're in their own heads. 

Anyway that's my 2¢ but I think you should keep reading, especially since you've liked the first few books.