No, in my tank they hang out in the rock and by corals too. Every now and then I will see them hanging out in my rock packed with zoas. They have never harmed any of my corals. It kinda net ti see their legs sticking out from various places trying ti catch tint food particles in the tank after feeding. I'm guessing there is more than 50 in my tank. I will find them in the filter socks and I toss them back in the tank. Iv seen people selling them online for people to add to their clean up crew.
The one in the pic was one of many in my first tank. They didn't bother a thing.