Is it bad for a dog to eat cat food?

We have a 10 year old yorkie. He's very healthy and still acts like a puppy.

We also have 3 cats. We feed the cats canned and dry food (Eukanuba Hairball control) and our dog gets Eukanuba dry

Our dog likes the dry cat food. He's constantly eating their food. I think that he is being bossy, but he likes it. Is there any harm feeding him the cat food instead of dog food?

Sometimes I catch Nauti (a cat), eating the dog food. They all are healthy, so does it matter?