It is down to the supervisor, i myself believe any extra research projects adds a LOT to your own skills. Being taken out of your comfort zone and learning new skills improves yourself as a researcher. Besides how much "real" work time can you devote to one PHD before your productivity falls off dramatically.

I see a lot of PHD's concentrate soo much on their project that they don't spend enough time learning new things that makes them so much more productive in the long run. However, aimlessly going to lectures where you don't apply those skills is less worthwhile than doing a project. Having said that, if you know a good lecturer whose lecture series illuminates a previously difficult and unknown area, and those gems  are out there, then it is not wasted time. Devoting your time to a job unless it does teach you new skills may be pushing it.