This feels like a thread for the responsible reefkeeping subforum. but anyways:
I think it falls to new aquarists to know that maybe their pet fish shouldn't go back into the ocean. And...I'm not sure, but isn't the problem with the lionfish that they're just eating everything and have no natural predators? I do hear that caribbean lionfish is quite tasty when fried though...
With smaller fish like damsels, wrasses, and gobies, the ecological niches that they inhabit in other areas of the world either don't exist, or have already had a fish/organism adapt to that niche. The problem is when the invasive species either creates its own niche and does it too rapidly for the current population to adapt (like the lionfish), or if it outcompetes the current niche holder (like Gambusia mosquitofish out eating native sunfish); otherwise you get a phenomenon where the organism just...exists (I can't remember what the exact term is).
Additionally, there should be (non-cyanide, non-dynamite) ways of catching small fish, otherwise we wouldn't have many of the fish we already have.