It depends on your situation and your dog. In general no, it's not necessarily a bad thing at all. I have a cat who lives roughly half his life in the grow room. We set up a bed for him, and give him food and water. He's 21 years old, and likes the heat from the lights.Plus, he really gets off on being around me when I'm working. He has no idea at all what I'm doing, of course, but what the heck - it's exciting to watch, and he wants to be a part of whatever it is, so yay team. Watch watch watch, purr purr purr.
He knows he's not supposed to eat any of the plants - I mean, he can't understand it at all, because why would anyone not want to eat plants? - but he's learned that for some silly reason he's not supposed to, and he follows the rules. Slips up once or twice a month because he just can't help himself, but for the most part he follows the house rules, and I can spare him a half a leaf every couple of weeks.