Thank to Google News in French, I found a UNO press release dated 16 October 2007 that indicated a financial problem about the postal use of stamps issued by UNO's postal administration.
Extract in French is available on my blog in French : during a meeting at UNO, it was decided to spare 3,3 millions US dollars. This amount of money will be needed to pay back the United States', Switzerland's and Austria's post services for the mail they expedit while they bear UN stamps.
The communiqué is full of informations : 87,8 % (!) of all stamps bought to the UNPA slept in philatelic collections. The rest cost UNO 1,5 millions dollars each year.
For fun, let's imagine the fantasies of easy wins that some philatelic service managers are having now, by reading this article, in France and the United Kingdom. 8 stamps out of 10 never used on mail, and no need to sell them glued on first day cover or postal history cards.
Hopefully, UNPA stamps are important through their topics (peace, cooperation, etc) and give a place to children : like this 6-year old Indonesian whose design is chosen for a 2008 series about fighting poverty.
23 October 2007 update :
It seems that this problem has been out for some times (see this threads on The Virtual Stamp Club forum : first and second).