It isn't a matter of what is nutritious... they fail to take the frozen in adequate quantities long term. Many frozen/prepared foods would be better than the artemia, especially since so many people fail to enrich properly, but dwarf seahorses seem pickier than other species. Just like they don't tend to eat artemia with the same gusto that they eat shrimp naupli, they don't seem to have the appetite for frozen long term. Seahorses, sometimes even the larger species, will stubbornly and persistently eat tiny live foods that don't meet their energy requirements, passing up on foods more appropriate but less "appetizing", and will lose weight and waste away doing so.
I would think it would be silly to discourage anyone from trying to offer a variety of foods to their seahorses. But, when going into it, they should be prepared for the fact that they might need to feed artemia (and therefore not be someone who lacks the time and/or interest to do so), that they should be prepared to closely monitor the quantity of frozen each seahorse is eating and their body mass (sometimes very hard in dwarves) so they don't starve to death, and be prepared to also monitor water quality closely, since the small volumes dwarves are usually kept in can foul quickly, and prepared foods foul water much worse than live.