Nandays are common, suns used to be common but naturally have a very small range so they are more vulnerable to habitat loss and related problems and I believe they were listed as endangered due to concerns over them declining in recent years.
At any rate, both species are easily bred and fairly common as pets and they are closely related enough that you probably won't have hybrid health issues. Now, hybrids of more distantly related species can have health problems, and hybrids of species with distinct species-specific behaviors can sometimes turn out confused (for example, hybrids of two lovebird species that build their nests in different ways will attempt to build nests, but fail). So there are very real reasons to avoid many hybrids besides just keeping species pure, but nan-suns (as well as sunday conures) are not really going to be a big problem.
A bigger concern is probably going to be noise! Nandays and suns are generally very nice, sweet birds that are very, very loud. Their hybrids will be just as loud as adults. Be sure you (and anyone living with you, and potentially your neighbors if they are close) can deal with the noise before thinking of getting a baby.