The problem is that in the list of options in both languages, past and present, most of these are never really 1:1 equivalents, only occasional points of overlap, amidst other points of discontinuity where people using the other language need to be careful. Some of the past discussions on this are really long and involved and we shouldn't reinvent the wheel here.
My impression is that Neger was more recently in common use than negro, so there are still some people, mostly older, who still see Neger as a normal word today. But that's not the recommended usage, since many others, like Duden, see it as 'stark diskriminierend.' ('Im öffentlichen Sprachgebrauch,' whatever that means -- not sure if that's referring mainly to official or bureaucratic usage, or anywhere where other people can hear you.) That is, it's either pejorative or historical now, even if it wasn't in the fairly recent past.
Negro, in comparison, has been longer out of use, it's more obsolete, so it would sound more surprising if someone actually used it today. Used by a language learner, it might not necessarily sound offensive, just quaint, out of place. But if a native speaker chose to use an old word instead of a correct current one, it could more easily sound insensitive or offensive, depending on intention and tone.
Coon in this sense is much more offensive than either one, but if German doesn't have a term that essentially calls black people a type of animal, then there is no 1:1 pair possible. So in order to list it in the dictionary, either the pair has to be unequal and the difference has to be explained with usage markings, or there would just need to be an explanation and no direct translation.
Markings would be okay if they could be consistent and if people would notice them. Unfortunately, in LEO they really aren't very consistent in many cases, because so many entries have been added by different people at different times. Also, I have the feeling that many users don't stop to notice whether a usage marking refers to the term on the same side where it's printed, or the term on the other side, -- perhaps because there are other markings, like all the categories under Gebiet, that are only listed on one side regardless, never on both.
One way to at least partly deal with all this might be just to go back and double-check all the entries for groups of words in categories like this that raise issues of sensitivity and historical change. Weib would be another good one to review.
On this particular pair, on reflection, the solution might be just to replace the pair coon = Neger, which is a pretty bad mismatch, with coon = Nigger -- if that word really is used enough in German for people to recognize how offensive it is, which I'm not sure about.