Currently not available, but as a workaround, I do prefix the course names with the location (from major to minor localisation) to help with the sorting and lookups.
Otherwise, your request is not very likely to be seen by anyone from Garmin here, on the user forum, and especially it is completely irrelevant on the Connect IQ forum, since 3rd party Connect IQ developers cannot influence how and where the courses are stored. You may want to suggest it to Garmin at Share Ideas | Garmin
