According to < Coastal Hermit Crabs (Decapoda: Anomura) from Kenya, with a Review and Key to East African Species >, Coenobita scaevola may reach its southern limit on the Kenya coast but it was no found in the present study. It is possible that the absence of Coenobita scaevola from the Kenyan collection is due to Kenya being beyond the southern limit of their geographical ranges.
According to same article Table 3. < Species of the genera Birgus and Coenobita recorded from East Africa >, Coenobita scaevola have also no record in Tanzania and Madagascar.
But I found some land hermt crabs images from Kenya, Tanzania, Madagascar and Seychelles, these places are close to Arabian Sea. They are very similar to Coenobita scaevola, it is possible they are also Coenobita scaevola.