Does it make sense to get a second M.Sc. while pursuing a PhD?
In Germany, as has already been pointed out, the Master's degree is a prerequisite for enrolling in PhD "studies." It should also be pointed out that in the German system, PhD students are Wissenschaftliche Mitarbeiter (research employees), so it is expected that they would devote all of their time to research activities. Enrolling in a second master's program would run contrary to those expectations, unless you are only a part-time employee (and receive a correspondingly reduced salary). That said, it is possible to sit in on additional classes as a listener. (And generally this is required if you are coming from a foreign country!)