Baby side sleeping?

My 25 day old hates sleeping on his back. He'll sleep a little in Rock N Play which I feel is the safest option at this point but his dad and my MIL also found he sleeps longest on his side. I'm kinda against it because they've used blankets to prop him that way. I've asked them both not to do it but they do anyways because it's easier and he sleeps longer.

Is side sleeping really that bad? I hate nagging them to stop if it's not that big of a deal.