It makes sense from a historical & cultural point of view that Urdu has a significant part of Sanskrit in it as well, along with Persian & Arabic. Muslim invaders of Persian & Azeri (Turkish) origins invaded the Indian subcontinent, & interacted & made families with the locals of the regions, many whose language was Sanskrit & its other dialects/derivants, such as Prakrit etc. Meaning a new language evolved called 'Hindwi' (which resembles present day Urdu the most), taking the best of both sides (Sanskrit/its derivatives, & Persian/Arabic/Azeri).
It is not correct to call it a new language - it is the old Prakrit language (Khadi Boli, Braj Bhasha etc) with a large number of loan words.