Hmmm... I dug a little deeper in BOL and found something interesting.

On the main "clauses" page under "SELECT", it shows that the FROM clause is a required clause with almost everything else optional.

But at the bottom of that page is a link to a more complete syntax of the SELECT statement.

(apologies if these links don't work -- I've never tried this before)

This syntax includes the WITH "CTE" syntax, and on this page, the SELECT statement shows the FROM clause as optional! Perhaps when CTEs were introduced in SQL 2005, this changed the "rules".