Yes, it is morally and ethically wrong for the Catholic Church to protect illegal immigrants, since they are breaking the law and are stealing from the tax-paid services and from US citizens.
Catholic Churches must support God’s Law and oppose illegal immigration. Illegals are all robbers of US citizens and tax-paid services. It is morally and ethically wrong for the Catholic Church to support their illegal presence in the United States of America.
It is against Christianity to hide and protect illegals who are in direct violation of national laws and breaking 10 Commandments NOT to steal.