I don't see why you couldn't try it. That way you'd have a breed of rabbit that is better suited to your area and to eating the native plants there. You could even selectively breed them, choosing to continue lines that fatten up faster, or that have better fur, etc. You might be able to breed some of the wild ones with domestic ones to create a good local hybrid.
If nothing else it would be a cool project and it would help other people who are thinking about doing similar projects so they can build off your successes and make sure not to make the same mistakes.