It's a sandprawn, they are usually found in sandy areas of estuaries and in shallow bays, tidal areas, etc. in the sea. There is more than one species. The mudprawn is found in muddy areas of estuaries. Both mudprawns and sandprawn are pumped and used as bait.
They both burrow.
I think it would be unwise to leave it as they would most likely not be beneficial to a sandbed as they would disturb the bacteria and eat the small live organisms that you would be trying to promote.
If you collected live sand, from a sandy beach or estuary then it most likely arrived as a juvenile prawn. It also means you were collecting sand from where there were sandprawns as the babies make small side burrows in the parents hole.