I believe the Queen wore the brooch when meeting the First Lady and removed it when she went "into the field".
I find these trips very difficult to understand because Máxima plays herself down as she is not representing the State of the Netherlands but as a member of an UN Committee. At the same time, because of her position, she is received with all égards, I saw she used her own personal distinction flag on the limousines and she wears royal jewellery while acting for the UN. The line between the two roles is not clear.