Halting President Obama’s deportation amnesty will end up hurting Uncle Sam’s bottom line, the Congressional Budget Office said Thursday in a new report that is bound to cause more problems for Republicans trying to block the White House’s executive action. While keeping illegal immigrants in the shadows would save the government billions on spending, it would also mean billions in taxes that never get paid, leaving the federal budget a total of $7.5 billion worse over the next decade than it would be if Mr. Obama’s amnesties take effect as scheduled, the CBO said. House Republicans have passed a bill...