So long as everyone in your training group is studying Bujinkan, you have some sort of a "training plan," and practice with quality in mind, then it should be a helpful adjunct to training in the dojo. By "quality" I mean making sure you perform your techniques properly, working to avoid bad habits. If a question were to come up about a specific technique, stop and wait until you can seek clarification.
A training group is really no different from study groups, which are very useful in adademic settings. The focus is still on learning and perfecting your knowledge. One simply has a physical component.