The UN is in the United States because of a complex arrangement and builds on substantial mutual trust and respect.

From the wikipedia article on the same:

"Although it is situated in New York City, the land occupied by the United Nations Headquarters and the spaces of buildings that it rents are under the sole administration of the United Nations. They are technically extraterritorial through a treaty agreement with the U.S. government. However, in exchange for local police and fire protection and other services, the U.N. agrees to acknowledge most local, state, and federal laws."

This finding is a violation of trust and could result in the UN moving its seat from New York to some other place, for instance Bruxelles or Geneva.