I bet you a thousand dollars, this is less healthy for you, but no one's shitting the bed over them.
First the mere thought of eating one of these Double Downs makes me wretch...not because I'm a health nut either. It's just nasty looking, but that's JMHO, YMMV.
Second, nutritionally, it's on par with all other fast food, with a slight break in the carb count, but that's all..a slight break. The Double Down has 540 cal/32g fat/11g Carbs. The Grilled Double down has 460/23/3g carbs. By comparison:
1/4lb with Cheese has 510/19/40g Carbs
Big Mac: 540/29/45g Carbs
Chic-fil-a Grilled Chicken Club: 410/12/39