I really liked W2 too, but if you don't have the time or whatever there's no need to play it before W3. The stories aren't direct continuations. Well, for the state of the world they are, but not really for the characters. The context you need to understand what's going on is usually given in the conversation you need it for and if it isn't it's a reference to the books.
That said, W2 is probably the shortest one of the three, even if you play both versions of Act 2.
