First off, dipping doesn't catch much of anything. Your best defense after dipping is QT QT QT. Don't assume a dip is magic.
Second, it's a vermatid snail. As was posted above, it is mostly harmless. The worst it will do is irritate your polyps, and even that can be iffy depending on the coral. If yours isn't experiencing any ill effects, let it ride.
Removing everything by any means lowers your biodiversity, which is bad for your tank health in the long run. Leave things in unless 1) they are actively harming your corals 2) you know for sure that they are pests or 3) really there are only two situations in which I'd worry about taking something out of the tank.
EDIT: Apparently I'm a little feisty tonight. But really. Leave it in unless it's hurting something.