Some nudibranches are predatory. I lost a massive Colt coral to an outbreak of predatory nudis in my tank. I didn't realize what was happening until it was too late.
Predatory nudibranches tend to look like the coral they are preying on. In my case, they looked like colt corals.
There are also nudibranches that eat harmful things. Someone here mentioned Berghias. These nudibranches are actually considered beneficial because they eat aiptasia. There are some that eat flatworms, and flatworms love to hang out on leather corals, so if yours is climbing on the toadstool, you may want to look for something it is eating off the coral, rather than eating the coral itself.
One thing to remember is that nearly all nudibranches are very specific eaters. If you've got one doing well in your tank, it's because you have a food source for it. Whatever that food source is, once it's depleted, the nudibranch will die.