Why is it stupid? Expansions require their base game because, wait for it... they expand it!
Seriously, though, I always find it weird when an expansion doesn't require the base game. I get that it's to make it more accessible and I guess it makes sense for something like, say, Shogun 2 where Fall of the Samurai was a completely different setting and it's not story-based. But for something like this, it makes no sense to skip the first one.
Unless you're only interested in MP, I guess. In which case, you can still buy WoL and play it online without HotS so it's kinda moot.
edit: Almost forgot. Just played the first four missions. Holy crap, it's awesome! And as is usual with Blizzard, the cutscenes are absolutely fantastic.