Okay, I feel like this is me a few years ago posting this so I can offer you some really good advice here.
If you are not confident in your tank and you are not sure you can keep the guy alive, then yes, the responsible thing to do is to pass him to a good tank and fellow reefer.
Now my number one piece of advice is to please do not go digging for him! This is how I had my first crash. I didn't research and got a sand sifter. It went in and I didn't see it. Wanted to show it off and being the noob I was at the time I started kicking up my sand all stupid like searching for the guy. Finally found him and thought "the sand will settle" Woke up the next morning to all my fish struggling to stay alive. When i was in the sand bed, I kicked up all the detrius and stuff in there and essentially poisoned my tank. I panicked and did a water change of 50%, well I didn't make sure salinity and everything was right and the temp was off too. That shocked the tank.
Long story short, I was stupid for it and way inexperienced. Everything ended up passing away except for two fish that I re-homed right away. I ended up emptying the tank and starting all over from scratch but before I did, I learned from my mistake and I did a ton of research as well as learned from everyone here.
So please, for the love of god, do not go searching for him. He will come out on his own when he feels like it. Do not kick up your sandbed looking for him. Also, starfish are intolerant and sensitive to changes so if you drip acclimated and your tank doesn't swing parameters much, he might be ok and adapt well. If he isn't happy the tips of his arms will start to wear away that is the first sign of him not doing well.
Keep us updated.