"prostitutes, champagne, weapons and expensive cars"?
Maybe the UN headquarters belongs in Zimbabwe.
From a purely philosophical standpoint I'm sure that UN officials would be delighted to surround themselves with the likes of Mugabe and his pals, but the problem is that Zimbabwe's economy wouldn't provide a suitable cash flow for the jet-setting party atmosphere that UN staffers have come to enjoy (and expect) in New York.
Finding Swedish prostitutes and quality cocaine in Zimbabwe might require 12 hours notice for the appropriate 'diplomatic' flights to be arranged...a completely unacceptable situation for a dedicated UN official.