This is gonna make it difficult to sit down and have his sandwich in the cafeteria - Custom Designed is correct - those bones are there to protect the nerve bundle which operates the muscle structure to keep yer nether regions properly closed....
"Vestigial" features may be unnecessary at the (geological time) "moment", but were needed once (or they wouldn't be here) and may be needed again. As for the coccyx, it is the attachment point for the muscles that enable continence - so while you could consider it "vestigial" in a hunter gatherer society, I'd consider it more essential than ever in modern civilization - unless technology comes up with a really advanced version of "Depends".