I could very well be feeding a troll here but I found your point, frankly, ludicrous. Cox is itself a valid word [1] with meaning entirely unrelated to the male genitalia. I don't think the library was named after, for instance, a certain English apple but I find the idea of avoiding a library simply because its name happens to be a homophone of a crude word to be absurd; perhaps it is further indicative that one has a tendency to think of others as juvenile?

[1] https://dictionary.cambridge.org/dictionary/english/cox