Well sponges aren't a problem period, technicaly algeas aren't either... but they can spread like wildfire... That said, this doesn't look like any sponge I know of... but I can't ID exactly what this is...
sometimes its worse to try to remove as then some can spread spores that will create new starts... I would say try to keep the nutrient levels in check, as in regular waterchanges to stop the creation of nitrates so the algae has nothing to feed on.