I have only a passing knowledge of EWIs. I have played only a handful of different ones; don't own any; have written about a number of them; but do own all saxophones from soprano through bass; and have played and taught professionally for years.
Here's my take: You're really talking apples and oranges. Each instrument (sax vs. EWI) has its own challenges, but I would never tell a beginning student that a soprano sax would be a good starter horn.
Why? Because of the reason Steve outlined outlined above already: "you really have to have good air support and a good embouchure". This is true for all saxophones, but especially for soprano.
Saxophones are inherently out of tune. Period. Full stop. That is just the nature of the beast. It is up to the player to play them in tune. However, the smaller the instrument, the harder it is to make it play in tune. For this reason most students start on alto. Alto is reasonably easy to learn to control the tuning on, yet big enough that the embouchure doesn't have to be as well controlled as on soprano.
A very well-known pro from New Orleans and I--both of us are primarily bari players--were having a discussion a number of years ago, about why neither of us liked playing soprano much. Steve noted that it takes about twice as long to develop any particular skill (embouchure control, tuning, etc, etc) on soprano as it does on the larger horns. I quipped that I was big on instant gratification, which is why I liked bari: it only took a fraction of the time.
All joking about bari players aside, Steve was right on the mark. I have been doing a lot of soprano playing over the past year for a couple of different musicals. I do spend roughly 2:1 the amount of time getting and keeping my soprano chops up as I do my tenor and bari chops. (I have about 30 years playing experience, just to put it into perspective.)
There's one other thing I should mention about soprano saxophones, and that is their build quality. Cheap soprano saxophones, sound exactly like what they are: cheap soprano saxophones. Depending on who, where, or when they were built, they simply cannot be played in tune. Compared to their alto and tenor cousins, very few companies make them--this is even truer if you're looking at a used horn--and thus when choosing one, you simply don't have the selection to pick from, that you do when picking an alto.
You mention you're going to use a teacher. That's a right starting point. I would get the names of a few in your area, and talk to a number of them on the phone before you get a sax. Tell them what you're interested in, and why. I would be amazed if anyone told you: yah, go ahead start on soprano.
I'm assuming you're an adult, as opposed to a youth, so you can buy whatever horn you choose. In the end the choice is up to you. If however, you want to play with others, then the alto will always give you more options in the community. Soprano saxes have no parts written for them in conventional band music.
Remember, all saxophones use the same fingerings, so once you master all the fingerings, you can transfer those to any saxophone of any size.
So for what's it worth, here's my recommendation: If you decide to start playing saxophone, get an alto, and learn on that. Then once you've mastered the fingerings, and the basics of tone production and embouchure control, buy a soprano of a good enough quality that not only is its tone pleasing to the ear, but that it is also in tune. Here is the clincher: In order to properly assess the latter, you have to have mastered the art of tone production and embouchure production.