It should be noted, that most of these stars will die in our tanks, after consuming beneficial fauna in the sand bed. In larger tanks they may survive, in smaller (under 100g) their odds become very limited. Around 12 -18 months they start disintegrating, after starving to death.
Climbing the glass is effectively them "moving" or trying to move, into another area...like moving over rocks on a reef. They will go back to the sand.