Tolkien built his world like an ancient mythology. The Silmarillion begins with a creation myth. It's almost like reading scripture. The Lord of the Rings trilogy is much more narrative driven and doesn't focus as much on the world building mythos aspect, but it's very different than an entertaining page-turner like Sanderson. That's not to say it isn't good or engrossing, it's both of those things. But I do think you have to work a little more at it than you do Sanderson's works. Tolkien wants to paint a detailed picture with detailed poetic prose.

And that's not to say Sanderson isn't incredibly talented either. He is. His approach to world building is much more logical. Every magic system he has created is well-defined and detailed. There is a concrete logic to it within the world, it all makes sense. That's satisfying to read. And he is excellent at writing a compelling narrative that drives the plot forward. They both write well in the same fantasy genre, but their approaches are very different. I think they are both worth investing time in reading.