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Most are harmless scavengers, although I have seen testimonies of some eating corals. That may be a specific species that does that or it might be them eating a dying coral. I've never had the problem with them, though.
There are ways to get rid of them like getting a harlequin shrimp, BUT you may need to rehome it after there are no more sea stars, unless you want to spend $6~$10 every two weeks or so to feed the shrimp, as the shrimp only eats sea stars and rarely urchins.