Lithuanian is a very conservative language in terms of the changes that have occurred in it in the many centuries since it diverged from PIE.

This means that to someone who speaks, say, English, learning Lithuanian is just as difficult as learning Sanskrit. So while it's useful in some sense, in that if you already speak Lithuanian it will be somewhat easier for you to learn Sanskrit, it's not like you should learn Lithuanian in order to better learn Sanskrit.

Plus, the similarities between Sanskrit and Lithuanian tend to be somewhat overstated by non-linguists.