I've never witnessed them eating stag horn. I know most reviews of the fish say they will but in my experience they haven't. I've had a few people I know personally tell me they've had success with them eating it, but I've never, personally, witnessed it.
SAEs do not eat Staghorn. If you spot treat Staghorn with H2O2 or Excel, they will turn pink and then white. At this stage where the Staghorn is already dying most algae eaters including shrimps will clean it up.