They will if they are tender seedlings and they will nibble on any plants near their watering tub....seems ducks like to nibble vegetation, no matter what it is, near their water source. I got smart about that and now place their watering tub near vegetation that NEED nibbled, like that lemon balm that has regrown to a 3x3 plant once again, after me trimming it down to 1x1. Or I'll place it near some little bunches of ladino clover that have popped up in the garden. I had made the mistake of placing it far from any veggies, so they just strolled over and ate a few of my pepper plants...they were the closest thing, though still a good 5 ft away.
Tender seedlings are easily protected by a low netting fence and push in stakes, as the ducks will not try to fly over it or go under it like chickens will.
In eating the squash bug eggs, some of the leaves and stems of the squash get torn up or trampled, but I can already see new stems and leaves forming to replace the old, which isn't such a bad thing, I don't think. I'd rather have those eggs eaten than left behind to produce more bugs. For that purpose, I planted several sacrifice squash plants in the garden, both for squash bug collection and also the squash borers(I didn't protect the stems with vet wrap on those squash).
The worst they can do is trample things...their feet are wide and webbed, so repeated walking over things like bean vines or cuke vines can be avoided by trellising these things well. Mine like to walk the fence, so planting anything too near the fence has proven problematic....my garlic got trampled and a few nasturtiums and beans. They will recover but still good to note to move those closer into the garden next season.
one thing i do like about JB's is that they are calm enough in the morning that you can often hand pick them off plants. if you go out with a container of water to drop them in (or to knock them in if they're in a group where you can do that) then you can toss them all to the ducks when you're done. 
