Going from what you have told us it is not dangerous, however it is not desirable for the reason, that (I am assuming) the stove is vented and therefore may act more as a 'heat sink' rather than a radiator. Also you have no control over it.
Plus if it's happening the way you state it is, it's also reasonable to assume that it is happening the other way as well, ie. your stove, when burning will also heat up your oil boiler, this you definitely do not want (wasted heat).
Usually the fitting of a non-return valve(s) or such like will be a simple fix, but IMHO should have been done from the start.