I understand your point and maybe they'll change it. But it is a real last name. And it isn't uncommon. I did a search on facebook and there were over 30 "Robert Coon" and over 30 "James Coon" although only 2 "Marvin Coon". Now that is just facebook (white pages don't give a count). I live in a very small town about an hour and a half from Minneapolis. I checked our phone book and we have 9 people by that last name. A few years back, the town of Coon Rapids, Minnesota had a rumor that they were considering changing the name of the town. They didn't though. I'm not trying to down play your feelings, but I don't feel that someone with the last name Coon should feel that their name is offensive. Things should be looked at in context. Everyone knows that your name is a reference to a legendary college basketball coach and not a reference to a man getting a little excited over a woman. Just my perspective.
That being said if your offended I hope they change it.
No matter where you go, there you are.