I have 3 diamond gobies, Two of them have paired off and the other male hangs out behind the rock and sifts back there. The other apir are all over the tank , it is true sometimes I get home and the tank is kinda cloudy from all the sand that has been kicked up.
However, I look at that as they are feeding the coral and helping the skimmer do it's job as well by getting the detritus into the water column to be skimmed.
It is true that the rock will get sand on them , the sand has bacterial particles on them so you will get Pods and other foraminafora(sp?) feeding on the bacteria
In my opinion , it is a win win all the way around