[Cowboy Bob]

The U.N. report urged an F.B.I. investigation into the slaying.

Why doesn't the UN investigate it themselves?

[Steely Tom]

The U.N. report urged an F.B.I. investigation into the slaying.

Why doesn't the UN investigate it themselves?

Because he was murdered after walking into the Saudi embassy in Istanbul.

Of course, if the F.B.I. did try to mount an investigation in Turkey, the U.N. would accuse Trump of not respecting the sovereignty of both Turkey and Saudi Arabia, of islamophobia, of perpetuating American hegemony, of state-sponsored terrorism, etc.