Kurt Waldheim was barred by the Justice Department from entering during his term as President of Austria. However, I don't believe he ever tried to enter the US to address the UN. That would have been a test of our host country agreement with the UN. To the best of my knowledge, it has never been tested.
State rather than Justice, though that's not important. He appealed the decision and threatened lawsuits, but to my knowledge didn't try the UN excuse, and I don't know the extent of our agreements. Hard to imagine, but possible, that we're obligated to issue a visa.
Personally, I'd have confined his visa to a direct route between his local residence, one, and the UN. There's no reason he needs NYC and 25 miles surrounding the city to give a UN speach.