While watching the NautilusEV video Sea Spider Eating Coral “Waves” at the Camera | Nautilus Live, I heard one of the people in the video mention that the Sea Spider has its vital organs in its legs.

Further in the video, one of the people mention that there are also smaller legs tucked under the body which are used for reproductive functions.

The Monterey Bay Aquarium page about Sea Spiders confirms this:

A sea spider has [...] three to four sets of appendages including a pair of claws and a pair of ovigers which are used for grooming and egg-carrying.

[...]

The legs also house many of the animal’s other major functions. A sea spider’s legs contain its vital organs. For example, its intestines have pouches that extend all the way to the end of its legs. 

The sea spider also uses its legs to breathe. Oxygen passes along the legs’ large surface area, and the intestinal pouches in the legs diffuse the oxygen throughout its tissues.