All compounds of alkali metals are easily soluble in water, but lithium compounds are more soluble in organic solvents because the alkali metal compounds form ionic compounds due to their large ionic size and low ionization enthalpy, while lithium forms compounds with higher covalent nature due to their small ionic size, high ionization enthalpy and higher electronegativity.
As we know that Ionic compounds dissolve in water, and covalent compounds dissolve in organic solvents, so lithium is naturally more soluble in organic solvents.