The Vatican is surrounded by the mother of all walls, and has the stingiest citizenship and immigration policy of any sovereign state in the world.
According to the Vatican press office, as of December 31st, 2011 the Vatican had granted citizenship to just 594 people: 71 Cardinals, 359 members of the clergy, 109 members of the Pontifical Swiss Guard, and 55 lay persons. In other words, outside of the Swiss guard, the Vatican uses a strict religious test for citizenship.
The Vatican is very stingy about granting refugee status to anyone. Its total contribution to solving the refugee crisis is to admit two - count 'em, two - refugee families inside its walls, both of them Catholic.
Building a wall is the most Christian and compassionate thing a government can do for its own citizens. It protects them and their families from drug dealers, gangs, human traffickers, sex traffickers, rapists, and jihadis, as well as from those who come to America to take rather than contribute.
The Pope understands this. That's why he maintains a wall around his own sovereign state. Perhaps he can be persuaded to let us do the same.