Is the "Battery Is Not Charging" state harmful?
The MacBook Pro (Retina, 13-inch, Early 2015) comes with a 60W MagSafe 2 Power Adapter and the MacBook Air (11 and 13-inch, Mid 2011) comes with a 45W MagSafe Power Adapter and according Find the right power adapter and cord for your Mac notebook "You can use a compatible higher wattage adapter without issue, but it won't make your computer charge faster or operate differently. Lower wattage adapters will not provide enough power."  So since the MacBook Pro (Retina, 13-inch, Early 2015) is designed for a 60W adapter the 45W adapter you're using isn't providing enough power to charge the battery is why you get the "Battery Is Not Charging" message however because its drawing enough to keep running without lowering the percentage of charge I don't see an issue although I personally would not make a habit of it.