DW does tend to level faster than, say, Next. That's by design. It also caps out earlier, at level 10, also by design.
The thing that people don't always catch is that getting enough XP for 11th level doesn't end the game, it just shifts it. You move to a new class, or take an apprentice, or whatever. The world keeps moving. Sure you may have a new character, but the same world keeps spinning and you keep delving into it. I'm completely biased, but I love playing this way. It means that I get to try more things, see the world in more ways, and keep playing new fresh characters.
In my experience you've got 20+ sessions in the normal play to 10th level, too, so it's not like it's that fast. You'll get a good long game out of your first character (if they survive that long) and then get to try something new.