For Malazan, it's for the following reason: you're going to get thrown in the middle of events no matter where you start. So yes, Deadhouse Gates is great, Memories of Ice are better, but it's better to get nearly drowned in Gardens of the Moon and get a sense of the style and characters before you get into later books.
I would add that if neither Deadhouse Gates nor Memories of Ice impress you, just stop. It will not get better for you.