Crushed coral substrate allows alot of space between the pieces to let food and detritus to get trapped. This will increase nitrates and possibly phosphates in the tank which can be bad for algae growth and even livestock.
This is a different matter than a deep sand bed. The depth of the sandbed isn't concerned with the material in order to perform the function intended.
Deep sand beds are used to allow aerobic nitrification to take place. That is, the end of the "cycle" is the creation of gases from broken down waste (such as that generated from feeding". When that waste breaks down, it goes through the typical decomposition which creates ammonia, then nitrites, then nitrates.
With shallow sand beds, you have to export that nitrate via water changes. The theory is, with a deep sandbed, you provide an environment for the final phase of the decomposition process to take place and that's the creation of aerobic gases from nitrates.
So to answer your question. If you have a shallow sand bed (under 4") you need to gravel vac crushed coral as you don't want a build up of nitrates, and you don't have a deep enough sandbed to allow aerobic areas to generate.
If you have a deep sandbed, you want to leave the substrate alone.
Sorry that was so long, I felt it needed more explanation.