Interesting...

From my own observation it appears they may eat dead/dieing coral and anemone tissue. As they eat the dead tissue they probably damage healthy tissue which then becomes the next meal of dead/dieing tissue.

Just reporting an incident of possible incompatibility.  I put a sexy shrimp in my pico reef and witnessed it consuming a button polyp.  It wasn't just cleaning around the polyp either, because over the course of 3 days, the button polyp disappeared.  Perhaps sexy shrimp enjoy zoanthus the way peppermint shrimp eat aiptasia. 

Mitigating circumstances:
It could be that a sexy shrimp will only nervously eat zoanthus when contained in less than a gallon of water with nothing else to do.  Another factor to consider is that the button polyp was newly cut and glued to the rock.  It was still in the process of healing over and attaching when it was devoured.

Regardless, I have removed the offending shrimp and placed it in a different tank.

Just wanted to say, "Beware the sexy shrimp"