One can argue that the EU is a nation itself. It has a common defense force, no hard borders within its member states, a common currency, and a defined territory. But then again, thats only within the Shengen zone. The EU is similar to the USA in that aspect, meaning that there are multiple states which make up a single total nation. The UN is a supranational organization, not really a government without a nation because even its member states can just ignore everything the UN rules on. It has no real authority. While the UN does have a peacekeeping force, it is not the same as the EUs standing military. The UN and NATO are more similar to eachother than the UN and the EU.