Generally you want just as much grass and as few weeds/flowers in as you can possibly achieve.
The odd one or two thistles or dockens or nettles are perhaps not a nuisance in themselves but they're wasting space within the weight of the bale you're paying for. But more important, since the guy that sprays my fields knocks out all dockens, nettles etc along with the ragwort I would worry at seeing anything like them in the hay as it suggests it's never been sprayed for ragwort if that makes sense.