Pigeon detectives...pigeons who are detectives? detectives who work with pigeons? pig eon detectives? I do see what you mean, although your title says it all, they sound cool. Band names don't really need some deeper meaning behind their name, as long as it rolls off the tongue, it's fine. Let's be honest, you're going to spend more time listening to the music than the name.

is this a complaint because saying the name so many times distracts you from things you should be doing?