I really have to disagree. Daphnia aren't nutritionally void; just the wrong kinds of nutrients. They're high in protein (a plus) and they're not completely devoid of HUFAs, they're just not alot and not there in the right ratios. However even supplimenting daphnia with algaes high in HUFAs can increase the actual HUFA content they contain.
Now, its obviously not the best food for a staple food, but if its all your seahorse will eat or all you have access to; I can't see how its any worse than freshwater mysis and its certainly better than brine shrimp.