It's a crab, mate. No matter how "safe" they are as a species, you have to bear in mind that (1) almost ALL crabs are opportunistic omnivores in some fashion, and (2) crabs have a mind of their own, and an individual member of a so-called algae eating species can and will go on a carnivorous rampage if the mood strikes.
Ever been pinched by one of those algae-harvesting claws? They still pack a little punch in their pinch.
Its been my experience that the smaller emerald crabs are generally harmless, but once they get big - and especially if there isn't a lot of algae to scavenge - they will start hunting down whatever they can get. Larger fish are off the menu (unless dead I suppose), but I have seen them threaten smaller fish before. I'd suggest that you make sure you're choosing a larger watchman goby, and best be sure that it is a very healthy specimen.