Its not as if you must play classical period music to be any good, or as if only baroque/classical music builds technique...
But essentially, as a relative beginner you may be heavily focused simply on getting the right finger number to the right note - which is fine initially. However, soon, in order to progress you will probably have to (unless you are lucky and extremely talented) begin experimenting with the fact that even just your fingers (no reference to the rest of you) can be used in quite a lot of different ways.
In earlier music, many of the figures are confined to small hand positions, not much wider than a 6th, this was considered the standard comfortable hand span, as in if you spent to much time outside of this it was uncomfortable because the hand wasn't made for it. This perhaps lead to a finger dominant technique. Fingers were always in a comfortable position and learning to operate in a powerful and accurate manor. - and this is where the major focus is, as well as music/hand independance..
In later years things changed. Piano music, most notably of chopin and listz and in turn the music of those who followed was revolutionized by the former. Chopin and Lizst are the piano music behemoths. Their music is technically and musically different (as you've noticed). Their compositions are transcendant. Wide figures, all over the piano, complex harmonies and melodic lines.
Highly developed ears, arm motions, finger technique, use of the whole body/mind becomes compulsory for a good interpretation of big romantic works. These factors are ofcourse significant in earlier music, but perhaps not as much during a beginners development, the earlier music allows for focus on particular skill sets because you're not going to be so heavily punished for deficiencies in other respects. One might argue that there is a wider margin for error in regarded to some of the finer elements of the performance.
Put more simply, its easier to learn the basics of using your fingers/arm in the right way if you're not also having to send your arm up and down the piano at high speed and with wide intervals, leaning from side to side while focusing exclusively on how you feel and what you're trying to express. It's kind of as though you have a set hand position for each group of notes, which makes things a bit easier - rather than a constantly moving hand.
That said, later on when you do tackle beastly romantic etudes (as an example) you'll be forced to learn that there is no such thing as a fixed hand position and that every single note has a new position, even if you're playing the exact same note as the one before
...or rather, that each series of notes is part of an overall pattern of flowing motion from each note to the next.
There are literally MILLIONS (perhaps its actually limitless) of possible ways to execute even simple pianistic figures, and finding the right ways is a life-long endeavor that comes together bit by bit with each new piece learned. The easier music is actually significantly challenging if you learn it in full detail, its just that most people (perhaps understandably) don't learn to be so precise.
We all say go learn bach (and others), because there is a great grounding is in that music. Learning that music prepares you (in a variety of fairly incomprehensible ways that you won't even be aware of for a long time yet) for the larger challenges of the later repertoire. This is important because even the easier romantic works require a phenomenal amount of finesse to perform well..
You can go start with romantics if you like.. but eventually, if you don't ever give up on trying to improve, you will come back to baroque/classical. There is a reason chopin carried around the WTC, and why Cznery based many studies on figures found in Beethoven sonatas, which is of course in turn what Liszt was studying at your age (perhaps a touch younger).
.........
I agree with j_menz though, don't plough through something if you don't like it. Usually you'll find that the music you dislike right now will one day become more interesting as you develop musically.
EDIT:
jees, I didnt realise how long and meandering that was while writing.. hope no one falls asleep reading it :-/
Topic: The Importance of Classicla Music for Pianists