There are some soft corals (octocorals) that can, actually - sea pansies (Renilla spp.) for example, are bioluminescent (they're tough to come by in the hobby these days, but they have been kept before
Sadly you can't find any of thoes for sale.
Maybe here? They’re native to the Atlantic and Gulf coasts and don’t sound very rare. Maybe they’re just hard to keep alive?
Cn-230 SEA PANSY, Renilla mulleri -
A soft spongy anthozoan colony with elongated white polyps, excellent for feeding experiments. Polyps are vividly luminescent when handled in the dark. Waves of luminescense move concentrically over the colony. Renilla anchors itself into substratum with short peduncle, and makes distinct trails...
gulfspecimen.org