There ARE species that eat corals, but they are rare compared to those that are harmless.
They WILL eat dying or stressed corals, often loooong before we have a clue there is a problem.
GARF's condemnation of all of these is unwarranted. You can not easily identify these species, even seastar experts can not easily identify them and they remain one of the biggest trash can genera in the sea star class. BTW, I sent that GARF link to a seastar expert (this is someone who researches seastars as a profession) and he questioned it.
So you must keep an eye on them, and if you are wise, and see a coral dying...you will investigate all options. THere was a guy on another board who was convinced it was the stars eating a Monitpora...was about to go nuts on them...and finally looked hard enough to find the nudibranchs.
So what is questionable is if you have a SINGLE coral that is being eaten when you have others.
I do recommend not just throwing corals in your tank, and taking reasonable measures to dip or otherwise inspect your frags. This is just plain smart.
But I do not recommend overreacting to any sign of an Asterina and going crazy to remove them. If they are cruising over rocks and glasswork, it is unlikely they are predators of corals. They don't "become" predatory on corals, and they don't wander aimlessly until they find one. There are predatory species, but they are quite rare all in all. Know that zoanthids often accumulate stuff between them, and so it is something to eat. If you see your zoanthids struggling, then do a thorough inspection and assessment as to why and what you are seeing.
So watch, but like MANY other hitch hikers that have unwarranted bad raps, they are frequently harmless.
Before buying a specialized predator like harlequin shrimp, please have a game plan on how you will keep them long term. Prepare to buy and keep seastars to feed them, and I would recommend researching "ecologically friendly" ways of doing this (eg sustaining a community iof Asterina in a sump; freezing and using pieces of something like a Linckia - to make the most of them; keep and harvest arms off chocolate chip stars..).
But, IME, many many many people have these stars, and in most cases, there are no issues with them at all.