What makes people assume the Coast Guard is the softest branch? Ignorance? Maybe you never served in any Military branch and have no frame of reference? Not to diminish the great Navy Fleet Sailors who keep the gigantic ships running with all kinds of technical skills, Coast Guard people are the real Sailors who navigate tiny boats in high seas to rescue people, arrest criminals and keep America's shores safe. It's not surprising that they could complete SEAL training if they wanted to.
Not trying to be disrespectful at all, but...
My dad was in the Coast Guard. He said it was his way of draft dodging during Vietnam. But he did boot camp, served, swabbed the deck, carried a weapon, arrested people for illegal fishing, stuff like that. He still whistles the Coast Guard tune.
Coast Guard not actually in the Department of Defense... it was part of the Department of Transportation (!) and now, Homeland Security.
I trust the Coast Guard is rough and ready. They guarded me every time I went to work across New York Harbor!
But honestly, if someone is trying to be a bad-ass, I figure they go for the Marines, Army's Delta Force or Special Forces, etc. If not, well, Air Force. Though I knew a guy who joined the Air Force so he could join their rescue team, reputed to be pretty incredible.
Personally, I didn't finish Boy Scouts. Just thought it was cool that two of them are SEALs. Highly unique military circumstance.