It could well be a set-up, but to get a pol in this position with this type of honeytrap, you have to know his/her predilections first.
Kahn’s prior behavior is consistent with this report.
As for DI: I think that applies to the IMF only when on official business. It is reported that he was in NYC on personal business.
Even then, they would wave the immunity for a rape case.
Honestly with so much money and politics involved never rule out a set up. You are talking hundreds of billions of $$ in IMF sponsored EU bailouts that may be affected (US was not happy about them, EU and DSK liked them). And then there’s this little French election.