UN, US? More Than a Letter of Difference?

Once upon a time, I arrived at the Dubai International Airport, and showed my UN passport.
The guy looked at the cover, and said “Bot whot contry?”
I said: “United Nations!”
He shrugged and asked again: “Bot whot contry, Unatod Notions?”
I said: “Well, it is not a country, it is an organisation. It is really ‘All Nations’!”
He shook his head: “No, Unatod Notions, Unatod Notions. Unatod Steets, no?”
I was quit to reply: “No, no! Not United States, United Nations. Big difference!”
He laughed: “But wheer ees big office Unatod Notions?”
I said: “The big office? Well the main office is in New York”
He replied: “Ahhhh? New York. Unatod Steets.. You see?”

I guess he had a point. Sometimes I fail to see the difference too, to be honest.