Way over cautious mom question...

So I just set up the pack n play. He's not going to sleep in it over night, just for naps and travel. It has this little pillow attached with velcro (pictured bellow):

I know this is silly but: is this safe? Should I take the pillow out? I mean they wouldn't have put it in if it was unsafe and he won't be in there overnight.

I know I'm probably overthinking it and being crazy. Just wanted reassurance or advice I guess.