Three Sunni-led countries joined Saudi Arabia on Monday in severing or downgrading diplomatic ties with Iran, worsening a geopolitical conflict with sectarian dimensions in one of the world’s most volatile regions. The diplomatic protests from the three countries — Bahrain, Sudan and the United Arab Emirates — came as Iran accused Saudi Arabia of using an attack on the Saudi Embassy in Tehran two days earlier as a pretext for diverting attention from its problems. Iranian protesters ransacked and set fire to the embassy on Saturday, along with the Saudi Consulate in Iran’s second-largest city, Mashhad, after the Saudis executed...