The issue with these calcerous algae is collection/harvesting. Shaving brush/pinecone/halimeda all have root systems. And when carelessly ripped off rock or from the sand, the root system is damaged and the algae slowly dies. The death is typically slow enough, that the algae can pass through the standard collector/distributor/wholesaler/retailer chain and still maintain their health/coloration before entering the unsuspecting customers' tanks.
Halimeda isn't really that hard to keep, it's just finding the right ones. Halimeda sold as loose links/branches or just a 'clump' will likely die. You'll need to look for halimeda already attached to live rock. The problem is that live rock is often treated soo poorly, just wrapped in wet newspaper, any cool hitchhikers die, but most pests, aptasias, etc, still live...