I just visited Rwanda and Bosnia a couple months ago, and I heard stories about the UN failing miserably in both places only a couple of decades ago. A guide in Sarajevo even said the UN would sometimes accidentally return captured Bosnian civilians to the Serbian army on the hillside. With "friends" as competent as that, Mexico would probably be better off without UN soldiers.
The UN made plenty of mistakes. But that does not mean the situation with their actions is worse than what would have been without. Without such competent friends your guide in Sarajevo might not even be alive today.
Yugoslavia was an ugly war, the 'coalition' made plenty of grave mistakes but in the end it did stop a conflict that would have most likely ended much worse.
I have friends on just about all sides in that particular war and it is absolutely incredible how explosive Yugoslavia was under Tito and how vicious a conflict buried for decades flared up right after he died, it was really only a matter of time and even today I feel that it would possibly re-ignite if not for some dire threats.
UN actions (ie. the arms embargo) made the conflict unbalanced - giving the advantage to one side, which then proceeded to run amok. Then, the UN repeatedly failed to protect civilian populations from this aggression. The current 'stability' in many places is an artificial equilibrium, maintained by outside forces and those 'dire threats'.
The conflict should reignite - for justice, but just as importantly, for lasting stability.