I'll take your word for it that the New York location is that of an EU foreign embassy. And I hadn't noticed that a request for address EU returned the co-ordinates of a village in France named Eu (as opposed to a more generic location within Europe).
Including region EU within the geocode request appears to have no effect on the result. For example, the following request returns the location of Naples in Italy. But if I change IT to EU, or omit region completely, the location returned is for Naples in Florida:
"address":"Naples","region":"IT"
Google geocoder appears to accept any 2-character combination for region - and simply ignores any it does not recognise. It looks like "EU" is one such, despite it being listed since 2009 as an IANA language region subtag.
Any other ideas? Or should I raise this directly with Google?