Yeah, whoever wrote that (and I remember reading it as well) was completely wrong. They love climbing on the glass, then they get sick of it after a few minutes and leg go to fall back into the sand. It's funny, I had the same reaction when my sand sifting starfish climbed for the first time. I told my girlfriend that someone didn't give this starfish the memo on not being able to scale glass. Enjoy the little guy, they're not very good for the tank, but still fun to have!
Eric