Yes it's bad to water your grass in the sun.
The reason that it's bad to water your grass or lawn in the sun is the water will evaporate more before it actually has a chance to reach the grass or soil.
It's best to water your grass or water your lawn when the sun is not completely out such as early morning or late evening when the sun goes down.
This is especially true in summertime when the weather is really hot.
If you water your grass when the weather is really hot then the water can evaporate even faster and also the grass could get burnt due to the heat and the water.
Hot sun when watering grass can cause the grass to get burnt easily so it's better to water the grass early morning or in the evening.