The Biden administration told a U.S. court that Saudi Crown Prince Mohammed bin Salman’s status as a sitting head of government shields him from a civil lawsuit brought by the fiancée of slain Saudi journalist Jamal Khashoggi. Mr. Khashoggi, a former royal insider who criticized Prince Mohammed’s policies in Washington Post columns, was killed in 2018 and his body dismembered by Saudi agents during a visit to the kingdom’s Istanbul consulate where he was seeking papers needed to marry Hatice Cengiz, a Turkish citizen. In a filing Thursday, the State Department said “common law principles of immunity” informed its determination...