They should be called "seehorses", because they're wherever you happen to see them. On Bonaire I've found them anywhere from 8' to 80' deep attached to staghorn coral, soft coral, sponges, and even attached to small structures in the sand. I've come across them at most shore dive sites from Andrea 1 south to Margate Bay.
This little guy here was hanging out in the shallows near the public entry at Bari Reef, near the ruins of the old concrete structure, a few years ago. While I was casually (i.e not obviously) watching it several divers and snorkelers passed through the area and never even knew it was there.
The Cliff used to be our go-to place to find them, but improvements to DFB's shop there in recent years have increased diver traffic and they're harder to find. We almost always find one or two hanging on soft coral in the "boring" areas between the groups of pier pilings at Salt Pier. As mentioned above the trick to finding them is to dive slowly and look everywhere. Then look closer. Same for finding frogfish. Either can magically appear in front of your eyes where you swore they weren't there a few seconds ago.
I'm firmly convinced that the primary reason they disappeared from The Cliff was due to pressure from a steady stream of divers getting in their cute little horse faces, especially overzealous macro photographers with bright strobe lights. Several times on Bonaire I've discovered a seahorse and returned the next day to show my wife or a friend, only to find their "home" damaged and the seahorses gone.
And then I see photos and videos like below posted on the web.