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I am not sure what else you may mean by "comes from"Thing is, we do not have Proto-Indo-European. So, we have to somehow reconstruct it in the investigation of terms. Sanskrit just seems to be a close enough derivation of PIE to shed invaluable light over the kernel meaning of the elements of these languages.
> There is no such evidence in modern linguistics
'Evidence': vid, veda, vitti, vidura, vidvas, vidyā... 'Modern': mā, mātrā, medhā... 'Linguistics': lal, lalanā... 'There': tar-hi... 'No': an...
> They are related. Latin, Sanskrit, Russian, English, Greek, German, Persian, Bengali, etc are all descended from Proto-Indo-European. Knowing one is not any better
Of course they are related. The comparative consideration of Latin, Greek and Sanskrit reveals a network of meanings propagating in all those derivations. Without such consideration, awareness is bound to remain poor - you are losing pieces of the puzzle. Persian and Bengali, I do not know (almost at all); others, I have explored but have not found the same productive richness in light shedding over the matter. English: well it is to understand English (and French, Spanish etc.) that you may want to undertake the endavour, and the awareness comes from considering 'knowledge' out of jñāna, gnō̃́sis and gnosco (but especially jñāti, diánoia, nobilis) - it is not a matter of knowing «one». For those who have familiarity with Latin and Greek, Sanskrit appears to be a very important piece, to reconstruct the network of meanings and better define their common core meaning.