Domino damsels are one of the ones that will go into anemones same as clownfish so the wanting to go into the urchin is not that unusual. Second part, there are a few types of fish ( ie some cardinal species, minnows) that purposely use long spine urchins for protection when young so again, the action is not that unusual. Some cardinals even use the urchins to release their young into them and won't release without them present.
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