It is bad to have your light switch on with out a light bulb in it?

The lighting on one side of my room is two light bulbs with a little clear bowl enclosing them. My fan and those two bulbs run off of the same switch, so whenever the fan is on the lights are on. To fix this I just took the light bulbs out. So this fan is still on and I am guessing there is still a live current going on, but with no light bulbs attached. Is this bad?