[Opinions] If I were you...
I'd name my kid whatever I wanted. People are naming their daughters Gypsy these days and no one says a word, but Cohen is offensive? I don't understand that logic. The name Jude could also be considered a racial term, but that's currently a favorite here on the board. I just don't get it.
If you are concerned about controversy, though, you could always go with an alternate spelling; Koen isn't bad, but maybe Kohen would be good, too. I kinda like that spelling. :)