Well, it's just whole lot more interesting when you do comparative studies. For vocabulary or inflection studies, you get to do something with words other than repeating them. For example: sigmatic endings and reduplication in Greek helps me sort out Latin verbs. If I were to study only Latin, I would ask myself why do I see this pattern of augeo-auxi, jubeo-jussi; mordeo-momordi, tondeo-totondi? Although it is extra work studying historical sound changes, comparative grammar, and etymology, it's more stimulating and helps with memory. When you start organizing information and linking information, you start to feel like you're not really studying two different languages, but it starts to feel like you're studying two dialects. Atlhough, that is kind of exaggerating a bit.