Coconut Milk is very healthy for you but too much coconut milk can indeed cause diarrhea as well as nausea and upset stomach.
If the coconut milk is giving you diarrhea then you may have just consumed too much coconut milk at one time and need to cut back on it.
But if just a little bit of the coconut milk is upsetting your stomach and giving you diarrhea then you may have to avoid the coconut milk even though it's good and good for you.
Some people have a harder time digesting coconut milk than other people.