The "Bunny Girl Senpai" is just the title for the first book. The LN series is "Rascal Does Not Dream" followed by whatever the book is about. Like "Knapsack Kid" for this movie. For the anime they just stuck with the title of the first book.

And they do sort of explain it right away when they talk about "puberty syndrome" or whatever it's called. The entire series is about resolving supernatural phenomena happening around different characters.