Some live corals could indeed pose a risk of predation to newborn seahorses, but gorgonia should not be a problem in that regard. It is generally just the corals with potent nematocysts and large fleshy polyps that can be harmful to seahorse fry.
Soft corals have very little stinging ability and are generally safe for seahorses, including the newborns This includes most mushroom anemones (corallimorpharians). However, as Charles Delbeek cautions, "One notable exception is the elephant ear mushroom anemone (Amplexidiscus fenestrafer). This animal is an active feeder on small fish and will envelope them whole with its mantle then slowly digest them by extruding its digestive filaments into the space created. No small fish are safe with these animals in the tank (Delbeek, Oct. 2001)."
The hard or stony corals fall into two categories depending on the size of their polyps. The small polyped stony (SPS) corals have tiny polyps that extend out of minute openings in the stony skeleton, and generally have weak stings that should not pose a threat to seahorses. Depending on conditions in the tank, SPS corals such as Acropora, Montipora, Pocillipora, Porities, Seriatopora and Stylophora should be okay with fry and juvenile seahorses.
The large polyped stony (LPS) corals, however, could certainly pose a danger to the newborns. These include genera such as Catalaphyllia, Cynarina, Euphyllia and Trachyphyllia that have large fleshy polyps which often have tentacles equipped with powerful stinging cells. The Euphyllia and Catalaphyllia have the most powerful nematocysts among the LPS corals, and can deliver stings that are stronger than most anemones (Delbeek, Oct. 2001).
And of course anemones of all kinds, including Aiptasia rock anemones, and hydroids can take a heavy toll on seahorse fry.
But a gorgonian ordinarily would not be a cause for concern.
Best of luck with your seahorses and their future progeny, Nigel!