I've got two of these guys in my tank somewhere.
I bought them on impulse cause they pop up at my LFS here in Australia and i thought they were cool. Didn't realize they required a host.
They just hung out with my sun coral 24/7 sitting in between the polyp tubes or crawling around the base.
When i added an urchin they started hanging out with that, chilling in between the spines following where ever it went.
Then one day i saw one of my fairly large hermit crabs fall of a rock and had it's shell opening facing skyward, and there were the two emperor shrimp chilling inside the hermit crab shell with the hermit.
As far as i know since i saw them last month, they're still chilling and living inside the shell of this hermit crab with the hermit........ weird.