Just a small correction here, not all nudibranch species eat cnidarians (the vast of majority of them do, though). Dorididea (Dorid) nudibranch species, for example don’t eat cnidarians at all. Also, while many nudibranchs could be harmful in our tanks, many (probably most) will just starve in our tanks because of their highly specialized diets (many nudibranchs only eat one specific food and nothing else - such as the Portuguese-man-of-war eating Blue Dragon Nudibranch). Even zoanthid eating nudibranchs have been found to only eat specific zoa/paly species (though I’m not sure if this a preference or a requirement - one of the problems faced by field studies that lab studies can avoid).
Anyway, because of their specialized diets, my usual advice is if you’re not willing to lose something in your tank, you’re probably better off removing the nudibranch- otherwise, try and found out if it is eating something in your tank, and, if it is eating, document what it eats and decide if you want to keep the nudibranch or not based on that.
TLDR; removing it (like Chrisv. Suggested) is the safest choice.