This part is particularly true - most LEDs found in the hobby actually emit very little UV.
Personally, I'd assume in this case that the clown leaving the nem would have less to do with the UV ray damage and more to do with the change to its environment caused by the change in lighting (again, UV is visible to clownfish, so the change may have been just enough to throw the clown off).
In other words, the clown may have just left because of the brightness of the light, not because it was being burned by the light (the clown being burned by the light is extremely unlikely in this scenario, which I should have clarified in my initial post - sorry).
Yes, water does block UV rays - the amount blocked is discussed in the link in the quote below.
Two side notes here, 1 ) the clown might just have felt like leaving the nem, and 2 ) I would assume (but may well be wrong) that a clownfish would be smart enough to leave the light if they were at risk of getting a "sun burn," so I wouldn't be too concerned about the UV in this case either.