I agree, and you've summed their two styles up commendably well.
Terry Pratchett, I think, has a desire to open up his audience to new ideas, and the way he accomplishes that is through humor, by way of fantasy writing.
Neil Gaiman claims that Pratchett is really a Science Fiction writer, and I think that's right (Infact, he's written some very good science fiction.).
He asks a lot of questions that start with "What would happen if...?" and manages to allow his readers to come to their own conclusions, while he provides the tools. I think fantasy just lets him have more freedom than science fiction, which is why he ultimately moved away from it.
As a writer myself, I can completely sympathise with how terribly hard it can be not to answer the questions that my writing asks. It's really very tempting to just say "and that's because Lord So-and-so, in the year 1000AZ, came to the conclusion that such-and-such was the right and proper, only Thing to do." Giving up control over your innermost expression is a frustrating thing to have to learn, and I'm still trying to learn it.
It's so much easier than casting your creative efforts out into the wind, in hopes of drawing somebody in, from where they were, to where they want to be--inside *your* head.
Personally, I think Pratchett's a philosopher, a gentle, humorous sortof semi-modern Socrates.
Robert Jordan can't be faulted for wanting to write, or for writing. His biggest flaw is only that he wrote what he wanted to write, without taking is readers' perspective into consideration.
There's creativity-and skill-and a lot of experience present in his works (and I *have* read atleast 9 of his books), but ultimately, it's an act of literary masturbation--pleasurable and satisfying for the performer-and with perhaps a certain thrill for the voyeur-but no real audience interaction, and less and less real storytelling craft, due to it's increasing insularity.
The fact that it's a performance masks the other things it lacks, somewhat.
If I had to sum there styles up as concisely as I'm capable of, I'd say that other people relate to Jordan, while Pratchett relates to other people.
That's the difference, for me.