Justice Samuel A. Alito Jr. warned an audience in Rome on Saturday that he believes religious liberty is embattled across the globe. To the extent religious freedom is under pressure in the United States and Europe, the U.S. Supreme Court justice said, it “pales in significance” compared to what is happening in countries like Nigeria, China and Iraq. The event was part of the Jubilee, the church’s yearlong festival of faith, penance and forgiveness of sins that takes place every quarter century. During a nearly hourlong conversation on Saturday afternoon in the Palazzo della Cancelleria in central Rome, which houses the Supreme Court of the Vatican, Justice Alito spoke with Monsignor Laurence Spiteri, justice emeritus of the Vatican appeals court that rules mostly on marriage annulments. Justice Alito, a conservative Catholic, talked about Christians being murdered in Nigeria but also referred to the oppression of Muslim Uyghurs in China and attacks on Muslim sects in Iraq under the Islamic State terrorist group.