I doubt that the warg attack on the Fellowship was a direct contrivance of Sauron. I do not think he knew their exact whereabouts during this leg of their journey, or he would have come against them in greater force. Whether the wargs served him in some form is debatable, but I believe they probably did.
Back to the original question, the simple answer would be that passing the White Mountains and making for Dol Amroth would take too much time, be vastly more difficult and would end up being a major detour for their ultimate goal, the destruction of the Ring.
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...where the instrument of intelligence is added to brute power and evil will, mankind is powerless in its own defence.
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