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In at least some cases the eggs can survive (Reefkeepers Archive had a rather long struggle to get rid of theirs that were reproducing readily and harming their corals).Definitely a sea spider. There are detritivore spiders that exist, but I think most you find on a coral are coral predators, especially if their color or pattern matches even a little.
That said, they also die pretty easily in dips and haven't heard/seen that their eggs survive them either. It is worth watching, and if you got it from another hobbyist, it may be worth telling them, but if you dipped before putting in your system, I think the risk to you is quite low.