No, it would not necessarily be bad if you stayed in love with someone who has left you-it happens more than often. Even if the person left you, you could cherish what you learnt; there is no such experience that does not teach you something or the other.
That being said, it will be a problem if you aren’t able to manage your feelings. Often, we aren’t able to move past certain feelings and they become so dominant within us that they start effecting different aspects of our lives. It is important to identify when that is happening. If this is happening, it is be possible that you haven’t processed your emotions adequately-this will pose a more serious problem in the future. Therefore, one must process what has happened, even if you still love the person there must be acceptance as well. This acceptance may be achieved on your own or with the help of a professional(if required).