The Osprey is not and has never been used by (EDIT: 'operated by', for the pedants out there) the coast guard, as far as I can tell. From LEGO's own statement in the article:
>While the set clearly depicts how a rescue version of the plane might look, the aircraft is only used by the military.
Wrong, the Osprey has been used in numerous Coast Guard operations, notably in joint efforts with the DEA. Just because you don't see every story publicly doesn't mean it's not used. Their statement doesn't contradict this, while the Coast Guard falls under the Treasury, it is still considered a component of the military.
>While the set clearly depicts how a rescue version of the plane might look, the aircraft is only used by the military.