That's not the way the law reads.
The federal Immigration and Nationality Act reads as follows:
âWhenever the president finds that the entry of any aliens or of any class of aliens into the United States would be detrimental to the interests of the United States, he may by proclamation, and for such period as he deems necessary, suspend the entry of all aliens or any class of aliens.â
While it is true the Act doesn’t specifically say he can’t ban a religion, do you really think such an attempt would stand up in court?