Do recall that the Vatican is about 100 acres, completely surrounded by Rome, and that the Germans during WW2 had shown a perfect willingness to kill people they didn’t like. One of the thing weak neutrals do is try very hard not to annoy big, powerful, amoral belligerents. Thomas Jefferson walked that path.

Hell, would you really want to tangle with a security guy who’s tough enough to wear that sort of outfit to work?