A lot of town names in that area are like this for some probably not-perverse reason.
In Swedish, the word for cross is Kors. I know it's not a Swedish town name, but a lot of Swedish words are the same or similar throughout other Germanic languages. In this case, it is namely Dutch, which has a direct connection to the area due to the Amish people there.
Anyway, I was told that the town name literally referenced two inter-crossing roads, and Kors was, instead of being anglicized to Cross, became Course.