First of all, great question!

When I first read WoT, I was amazed by the intricacy of the plot and the detail of the world that went into it. You'll have to bear in mind that I picked WoT up with my only previous experience of fantasy novels being LotR. It's ground that's already been covered, but I do think WoT is very much a classic, and somewhat excellent, case of escapism.

There are some very obvious lessons (if that's what you want to call them) to be taken from WoT. Rand's journey being the most obvious, but you also have Mat growing up before our eyes, and the Aes Sedai getting their fingers burned by attempting to control what they don't understand. There are others, but you get the point I'm sure.

I actually just finished the Malazan novels, and it's fair to say that Erikson's whole 'Man vs Nature' debate that he has going on is far deeper and wide reaching, and it's a more deliberate attempt to convey a message. Personally, I liked it, and I could relate to it, but I thought there were times when he was trying a bit too hard to impress that message/debate upon the reader.

The other thing I would mention is that Jordan has (for the most part) very clear lines between good and evil. There are some characters (Verin) that we aren't sure about, but we generally get Rand and friends = good, and The Forsaken, trollocs, etc = bad. Even the people that we are unsure about are darkfriends, or... not. Erikson created a world where the lines between good and evil were far more blurry, and that in itself is a message, or a lesson.

I'd be interested to know actually if Erikson's overarching message was intended from the very start. It did appear to me that his 'war' between humanity and nature only really began in the second half of the series, at a time when the whole global warming/over-consumption debate came to the fore in society.

I've digressed a bit here, but for me WoT is largely about escapism, and that is something it does exceedingly well due to some excellent world building from Jordan. There are a few lessons in there to be had, but nothing which really hits you in the face and makes you think about things in a new light.