The real problem with clown loaches getting picked on is they are scaleless and if you have a fish with teeth biting them they can easily get open wounds that are prone to parasites and infection. Some clowns can indeed be aggressive, I have a video of two of my clowns fighting when they were re-establishing a pecking order and it's surprisingly violent (but they don't have teeth that can bite so injuries are usually pretty minor from the subocular spines).