The state sponsor of terrorism list means nothing regarding immigration.
Tens of thousands of Iranians get immigrant visas, same for Cubans (heck they have their own separate quota).
I’m not sure there is a formal ban list either, but certain countries do have restricted quotas that essentially create a ban unless specific persecution or humanitarian reasons can be shown on a case by case basis.
And even in the case of Christian persecution in Somalia or other Muslim countries, we should probably have discretion to allow legal immigration, but our bar should be set much higher with a lot more restrictions in place (life/death situations only) and must be employable, willing to assimilate, etc.