No. Sea Cucumbers are not directly harmful but many do contain toxins that can be harmful to fish if they are eaten or stressed. Fish typically leave them alone, even predators.
I'm now I'm wondering it it's just an exceptionally long Peanut Worm. The more I look at it the more I think the correct ID is a Sipunculid AKA Peanut Worm. These are beneficial detrivores. Congratulations