In general, they're good to learn because they are popular, they are on the rise, and they mostly deal with data.

If you will actually use it in the work place is up to the business. A lot of companies that are Microsoft shops may lean away from it still and lean more towards .NET, Powershell and so forth regardless if SQL Server or Visual Studio support it and the resources have been using it with the tech for years. But, there are some that do embrace it because it's needed for analytics/data science as well cheaper to develop in (i.e.: Python was originally for prototyping and thus is faster to develop apps in than .NET)

Personally, I think you should. I use Python every day with SQL Server and especially Azure. The cloud and advanced analytics is on the rise and it has the most need for Python for automation and even data pipelines. Python specially is great for converting R scripts into automated applications that can be injected right into the heart of your SQL Server as well other enterprise applications you may be developing in other languages.

Python is more of a need for you than R because R is domain specific and really is not much use to you from a SQL Developer standpoint. Python is better for actual development, ETL, API's, apps, and especially automation and even maintenance.