I suppose this class ostensibly belongs in the business school if one's foremost concern is preserving the correctness of the university academic department ontology, but as a matter of practice CS students are the best fit for this course, and Thiel probably worked with professors in the CS department, not the business school, in creating it. Does it really bother you that much? I guarantee you that this course does not take the place of any real CS class in terms of filling the requirements for a Stanford CS degree.