All wild seahorses are considered to be threatened and the entire genus Hippocampus has been placed under the protection of the Convention on International Trade in Endangered Species (Appendix II) since 2004.
In recognition of the dramatic decline in heavily fished seahorse species, on November 13, 2002, the Convention on International Trade in Endangered Species (CITES) adopted a US proposal to list all seahorses under Appendix II of the convention, thereby protecting the entire genus Hippocampus from over harvesting (Zobor, 2002). The Appendix II listing means that the 160 member nations will monitor the wholesale trafficking in seahorses and regulate the international trade in these endangered animals for the first time, imposing limits as necessary to safeguard wild populations. Export and import permits will be required that place precise limits on the numbers of wild seahorses that can be harvested legally. The new regulations first went into effect in mid-2004.
Sunbursts are a colorful strain of captive-bred Hippocampus erectus developed by Ocean Rider. They are born and raised in captivity specifically for the aquarium trade and are therefore exempt from the CITES regulations which applied only to seahorses collected from the wild. In fact, the growing acceptance of captive-bred seahorses over wild-caught specimens is the key to ending the exploitation of wild seahorses for the aquarium industry. So not only is it okay to order Sunbursts, you are helping to protect and conserve wild seahorses when you do so.
Best wishes with all of your fishes, Nigel!