i have a sand-sifting star and yes, sometimes he gets nutz and climbs the tank wall. He gets to the top (water line) and falls off. He falls on his back and then manuvers himself right-side up again. So I know he's healthy. The reason why they crawl up the wall? Maybe he was going for a walk and got lost.
I also had a blue star, he would do the same thing Memnoch's is doing. Later he turned up dead. Causes of death, unknown.
Good luck, and keep Reefing!