This is the “Apples and Oranges” fallacy; specifically, they are comparing two things that have nothing in common. Frankly, it’s a stupid argument that only a person with no real knowledge / problem would make (it’s an argument for argument’s sake, not for the sake of knowledge or reason). I would just ignore people who make it, because they’re obviously not looking for a real discussion.
If you feel the need to discuss it though, just point out to them that the two have nothing in common, and that unless they can prove that being one precludes being the other, they need to stop talking. If they persist, simply tell them that if you were forced to pick between your religion and your country, you would obviously pick your religion. Sure, they’ll walk away with a smug and completely misplaced sense of satisfaction, but you’ll have said what any true Catholic would say, that your religion is far, far more important to you than any temporal allegiance to something as unstable as a nation.