The cucumber was shedding skin and I had not ecountered this phenomenon before, so that is why I pried him off of the live rock. He is very friendly though. He didn't seem to mind at all, and was actually crawling around in my hand trying to suck up detritus (I was holding him underwater).
I realize that prying him loose was a mistake, but I was wigging out when I saw him shedding his skin. The really neato thing about him shedding his skin, is that his skin-pattern now resembles my sandbed about 75% more precisely.
I love this cucumber...and he only ran me $14. If anyone has never had an invert only tank, I highly recommend it.