As a class, many of the nonphotosynthetic corals are hard to keep. As to rarity, that probably relates to color morphs as much as species.
More broadly than corals, the problems with actually getting to successfully keep some of the "rare" organisms has a lot to do with their ability to withstand collection and shipping. The lucky few who get a good quality specimen may be all set, while others with perfect setups fail time after time for no fault of their own. Many anemones fall into this category, for example.