I don't think there's a moral per se, certainly the benefits of friendship and reliability are trumpeted, as the little group of rabbit has to stand together and trust each other totally for survival.
In a way little Fiver is a skeptic of theold religion -- he believes there must be some "natural explanation" for the so-called messenger of Frith that saves Holly and his team from the Efrafa patrol ... but in fact, he is right: it was a train that ran the patrol down, but none of them have seen a train, so they think it was an angel. It's really very well done.