I've heard of it, and yes it can be done, but its usually in extreme cases. a friend of mine has two unspayed does (sisters) living together. unfortunately every time they have been put under they've nearly lost them so its just not able to be done. however, she has had a lot of fights and has ended up with vet bills to stitch them back together again!
its somewhat cruel in my opinion to have rabbits, or any animal unfixed when it is possible. they are a slave to their hormones resulting in aggression, phantom pregnancies, nesting and so fourth. its just not fair on them. most rabbits you'll find in shelters have been giving up due to "aggression problems" meanwhile simply spaying them would have fixed it. animals don't really have morals or understanding, all they care about is passing their genes onto the next generation in order to support the survival of their species. if you have no plan on breeding, then you deny them that which often results in frustration.
females are incredibly territorial compared to males and the most feisty out of the two. without having them both spayed I wouldn't be surprised if they fall out and injure themselves very soon.
all females that are unspayed will at some point suffer phantom pregnancies and build nests. its not nice for them to have. I suppose you could compare it to a woman's monthly but we can make our own choices on how to control that via medication or start a family. a rabbit can't and its fate is in your hands.
there has been a study of a colony of rabbits for many years, and after each one died they had a post mortem preformed on them. roughly the rabbits that were 5-6 years old, 80% of them had uterine tumours of some kind. they may have not died from the cancer, but they could have if they lived any longer. uterine cancer (or infections) is a serious risk and it costs more to possibly fix it than it does to spay, if the rabbit even can be saved. the older the rabbit, the higher the risk. but this study has been hugely debated and some say it is not credible.
there is a risk of anaesthesia, like with any animal or human. rabbits are more susceptible to it, but as long as you find a rabbit savvy vet everything should go smoothly. its been widely argued that the risk of anaesthesia is lower than the risk of cancer.
the members of RU are always happy to offer advice, and help find a rabbit savvy vet if you should need it.
here are some links for you:
https://rabbit.org/faq-spaying-and-neutering/ : information on spaying and neutering
https://www.vets4pets.com/pet-health-advice/rabbit-advice/neutering-your-rabbit/ : information on spaying and neutering
https://www.saveafluff.co.uk/rabbit-info/neutering-spaying-rabbits : information on spaying and neutering
https://rabbit.org/care/bibliography.html : a few studies
https://rabbitwelfare.co.uk/rabbit-care-advice/rabbit-friendly-vets/rabbit-friendly-vet-list/ : a rabbit approved vet list, all vet practices on here have a rabbit savvy vet so you know you're safe with them