I’m more concerned that your vet used the word “waste” to say not to spay her than that he might not think spaying her was a good idea. While there may or may not be a good reason not to spay her, his attitude about it is bothersome.
Generally it is best to spay females. Having been pregnant multiple times, does reduce her risk of cancer, so depending on her age and general health it might not be as beneficial in her particular case as it is for most rabbits. The vet should be aware of and talk to you in detail of the risks vs. benefits though and not just say it’s not worth it.
A hay only diet would be for reducing the weight of an overweight bunny, or to sooth one with digestive issues. For an under weight rabbit, extra treats would help build her back up.
Are you sure she is actually underweight? You haven’t given us an exact weight. Jersey woolies are a dwarf breed and she should weigh considerably less than your dutch.