Mahmoud Khalil’s hopes of being freed on bond as he continues fighting the Trump administration’s efforts to deport him were dashed Friday, despite a judge saying the government could no longer hold Khalil on the premise that his presence in the country is against the national interest.

Earlier Friday, the ACLU released a video featuring actors Mark Ruffalo, Mahershala Ali and other celebrity fathers reading a letter Khalil wrote to his newborn son from jail ahead of his first Fathe...