This is a common strain of misunderstanding I see all over the place. People think that evolution is somehow magical and that what it produces is mystically better because it's "natural". That's all garbage.
Evolution is a random process. There's no intelligence guiding it, nothing that ensures that the "choices" it makes are the best alternatives or can't have horrific consequences. In fact, the vast majority of evolutionary changes are utter failures that immediately get selected out.
Also, it's silly to claim that climate change is moving "too fast for evolution". Evolution absolutely can and will respond to climate change... it might be that corals go extinct and something else evolves to fill their niche in ocean ecology, or it might be that corals do evolve in something like their current form. Evolution is fine either way and will produce something that settles into a new equilibrium. It might not be an equilibrium humans like, and it might not settle fast enough to make us happy, but we need to realize that what we're concerned about isn't the ecosystem -- that will survive regardless, unless we get into some runaway feedback loop that turns Earth into Venus, or Neptune -- what we're concerned about is maintaining an environment that we're accustomed to.
Given all of that, our potential creation of genetically-modified corals isn't somehow subverting evolution, it's just another evolutionary avenue. Rather than random mutations, we'll create some specific ones and then we'll throw them into the mix and see if they get selected for or against. The same mutations we create deliberately could also have occurred randomly and would that make the outcome any less "natural"?
And if we've already altered the environment so much that our preferred ecosystem is going away anyway, what's the harm in trying to use CRISPR CAS-9 to "guide" evolution in a direction we'd prefer, rather than letting it randomly go in whatever direction it will? Could our genetic modifications make things worse? Sure! Could random mutations also make things worse? Sure! Which is more likely to maintain an ecosystem of the sort we enjoy? No one can say for sure, but in general if you want to get from point A to point B you're better off aiming for B rather than just walking randomly.
Even better would be to stop changing the climate, but at this point all we can do is try to limit the amount we're changing it. And we should do that! But the best that we can do might still not be enough for corals as we know them, so if we like reefs and reef ecosystems (and we really do; I'm an avid SCUBA diver and I love reef ecosystems), then we should probably put some effort into researching modifications that can survive warmer and more acidic oceans.
