It's not bad or harmful to sleep with a bra on if you want to sleep with a bra on.
However it's better to sleep without a bra on to allow your breasts to breathe and to prevent chafing and rashes and also the bra straps can rub you and create rashes and marks.
There's really no need to wear a bra at night and removing the bra will help keep you from being uncomfortable or developing rashes etc.
I always remove my bra before I go to bed because I take a shower and then get dressed into my Pajamas for the night.
I leave the bra off and sleep much more comfortably when doing so.
I used to sleep with a bra on but I started getting red marks around my shoulders and I was very uncomfortable at night.
In fact I hate wearing a bra at all but only do so when around family or out in public.
At home when I'm by myself or sleeping my bra is off.