My orchids that spent the summer either outdoors or in the greenhouse have all developed algae on the roots. On some it's quite thick, on some it's just a little.
I've not noticed any problems with it, and I know that those people who grow in S/H often get it in the pots and Ray has said it does no harm.
Any time you have a steady supply of water, fertilizer, and light, you're going to have algae, but if it's building up too much, it is likely you're over feeding.