The United Nations, while often employed as a peacekeeping force, is not a nation on its own. It draws military support from member nations, and this is as it should be. Allowing the United Nations to maintain a standing army necessarily gives it a measure of power that is does not already possess.
The United Nations was created to help countries work together to achieve peace. It was not created to help a group of countries demand certain behaviors or actions from other countries. Allowing the UN to have a permanent, separate army offers them unparalleled authority and very little accountability. A UN standing army could be very dangerous.
The purpose of the UN is to collaborate with other countries in an effort to make the world a better place for humanity. The UN is a humanitarian effort, and they should never be allowed to force their ways on anyone. If the UN created a standing army, this would be considered by most to be an effort to create a new world order.