Indeed Air Baltic is a subsidiary of SAS.

As SAS Gold I earn points flying Air Baltic (status miles) and I get all the extra gold benefits including extra luggage, business check-in and lounge access. But I suppose that does not extent to other *G, you were probably just lucky, but at an airport like CPH (main *A hub) I suppose they won't make too much of a fuss.

Whether it's right or wrong what's officially done, well BT is still not a member of *A, not even a regional member, so technically they aren't doing anything wrong.
There are other subsidiaries of SAS as well which won't give you any benefits as *G.