They are a known predator in the wild, so yes, this is a risk. It is also a risk with keeping various types of shrimp, crabs, etc that also pose a threat to occupants in a reef tank but are commonly added.
There are thousands of species of brittlestars and several dozen in the hobby. They are all a certain threat to other animals, but none moreso than green brittlestars. I wouldn't keep them if you are so concerned about losing anything, but then, if you want some semblance of a natural system...this is what happens in the real world. Personally I consider brittlestars a natural, interesting and cool tank inhabitant.