It's not only bad as it increases the risk of stressing the baby bunny and it developing harmful enteric illness, but in your state it's also illegal to sell baby rabbits under 2 months of age except following very specific rules according to the law under article 26 sec. 354 Sale of baby chicks and baby rabbits. Here's an overview of the law in the link below, but always check your own up to date state laws found on your states government website.
Baby rabbits typically all snuggle together to seek security and warmth. And because it seems likely this bunny is used to being around people, the bunny is probably turning to you now for this security and warmth. As the bunny matures and gets older, they usually become more independent and sometimes may also become less snuggly and affectionate as those hormones come in. This can be normal and doesn't mean they don't like you anymore.
I would strongly urge being very careful with the diet of a prematurely weaned baby bunny. I would continue to feed the exact same rabbit pellets the breeder was feeding, with the exception if the breeders pellets are causing illness. I would also free feed a good quality variety of grass hay(timothy, orchard, etc), fresh water in a dish that isn't too big that it might pose a drowning hazard. I would not feed any sugary or high carb treats/foods as these can lead to increased risk of enteric illness developing due to a baby rabbits digestive process not being fully developed yet. I would also not feed any veggies or greens unless absolutely certain the bunny grew up eating them with the mom rabbit, and then sticking with the same ones it is used to eating with mom and not introducing anything new. It's also very important to make sure those veggies aren't packaged in a chlorine rinse(baby carrots, etc), they aren't spoiled in any way, and leafy greens have no signs of black fungus or mold.
Baby rabbit diet
It's also important to not do anything that causes the baby bunny to feel excessively stressed, as this can also increase the risk of it developing harmful illness. It's important to keep an eye on the bunnies poops and eating, as any changes in poop from normal round fecal balls, and any reduced appetite, can signal a potential health issue, possibly a serious one. When in doubt with diet or medical issues, always consult with your knowledgeable rabbit vet.
If you want to better understand the risks involved with newly weaned baby rabbits, particularly ones weaned too early, this link below explains it very well. Be aware though, that it contains very graphic necropsy photos
(WARNING: THIS LINK CONTAINS GRAPHIC MEDICAL RELATED NECROPSY PHOTOS)
Medirabbit: weaning diarrhea in young rabbits
If you have plans to bond this rabbit with another when he's older and has been appropriately neutered, it's important to read up on and understand the proper bonding of spayed and neutered rabbits.
[ Tablet users, try the "web" version by clicking on "web" at the bottom of this page for a better, user-friendly format . ]
Baby rabbits are adorable and fun to raise, but there can be difficulties and risks, especially with improperly weaned ones like this one. So it's important to be aware of those risks, do your research, and try and minimize those risks so the bunny has the best chance of growing up healthy, strong, and happy.