Those kinds of things make their way in as you acquire corals. If you only purchase tiny frags on brand new plugs, you won't get many hitchikers. If you buy from locals and have decent sized piece you're acquiring that are attatched to mature pieces of rock rubble, then those types of inverts will find their way into your tank.
The issue of dry vs live rock also comes down to how selective you are about what you put in the tank after its running. If you go to all the painstaking labor of building an intricate aquascape with dry rock, adding all the bacterial supplements, and have the patience to wait out a lengthy cycle and maturation process (speaking more than just the nitrate cycle, but the development of anoxic denitrifying bacteria); you better be careful about everything you add from then on. You've gone to great lengths to avoid pest aiptasia, mejano, hydroids, algaes, ect. That can ALL be for not with a single careless frag addition.
Say you visit a local from your reef club that is selling some corals he/she is over or bored with, or taking their tank down. For example, they want to sell you a nice big 20 head duncan or hammer coral colony for pennies on the dollar. You think, "SWEET!! A huge coral I dont have to wait years to grow, and for only $20!" and you toss it in your tank. What you may not have seen is a tiny pinhead sized aiptasia nestled into whatever piece of rock or skeleton the coral is attatched to. You add it to your tank. It's oriented in such a way you cannot see it directly. After a couple weeks its dime sized. You see it. You panic and post pictures on here asking how to get rid of it. Unfortunately now it is mature, and it has likely released dozens and dozens of gametes in the water that have settled into rock pores all over the tank. That fresh, clean, virgin rock that has real estate galore. Weeks go by and now you see them popping up everywhere. So you're a couple months in. With stubborn dry rock that doesn't have all the GOOD parts of live rock, and now you have an aiptasia problem.
The above anecdote is not an extreme situation. It's super common and likely to happen. And you can replace "aiptasia" with bubble algae, bryopsis, mejano anemones, or really any pest imaginable, because they all start off too small to see with the naked eye.
That being said. I'm on the fence. There are good and bad about each choice. My next tank will be set up using 100% dry rock. I've done both. Live rock makes for a much faster setup. Your tank will be supporting even SPS (if you're up for it) within weeks. If you go dry rock it can take a while for the tank to hit its stride. Dry rock will absorb/leech phosphates at rates that can be astonishing if you're not ready to deal with it. Dry rock tends to grow nuisance algae alot easier and quicker than it does coraline or sponges. You will have very little biological diversity for a long time with dry rock. But...If you're diligent you will have less worry about pests.
I know some people will say "pests arent that big of a deal" but to some of us they are. My tank is an SPS dominant that is very very healthy and my acros grow well and look good, but I have several hundred discosoma mushrooms, hydroid colonies, and aiptasia anemones that are far beyond my control at this point. I will never be able to eradicate them and I have to go in constantly with kalk paste and clippers and smother/cut out pests that sting my desirable corals. It's life on the reef, but it makes for ALOT of extra work. On my next tank, like I said, I will use only dry rock, seeded with alot of bacteria, I'll use lanthanum chloride liberally to prevent excessive phosphate uptake of the rocks, and to deal with any potential phosphate leeching from the rocks, and I will only be stocking acropora purchased from reputable aquaculture sites (battlecorals, jason fox, wwc, and the like). I realize you can never be 100% safe from pests, but if you can avoid buying from too many locals or bargain bins at the lfs, you'll greatly reduce your chances of problems.