Psalm 87 is a short hymn about Israel:
1 He has set his foundation on the holy mountain;
2 the LORD loves the gates of Zion more than all the dwellings of Jacob.
3 Glorious things are said of you, O city of God: Selah
4 “I will record Rahab and Babylon among those who acknowledge me— Philistia too, and Tyre, along with Cush— and will say, ‘This one was born in Zion.’ “
5 Indeed, of Zion it will be said, “This one and that one were born in her, and the Most High himself will establish her.”
6 The LORD will write in the register of the peoples: “This one was born in Zion.” Selah
7 As they make music they will sing, “All my fountains are in you.”
So Zion, the prefigurement of the Church, is described as a visible, physical entity, a City of God (v. 3) with gates (v. 2). But those in Rahab (another name for Egypt, see Isaiah 30:7), Babylon, Philistia, Tyre, and Cush — in other words, those in pagandom — who acknowledge the Lord as God are considered by Him to have been “born in Zion.” It’s a strange declaration, in that these faithful outsiders don’t consider themselves to have been born in Zion. They would claim Egypt, Babylon, etc., as their homeland. Yet spiritually, they’re Israelites.
So while you could point to a map and say, “That’s Zion, home of the chosen people of God, through which His salvation comes,” you couldn’t point to Philistia or Cush on a map and say, “No hope for salvation here.” Likewise, under the New Covenant, we can point to the visible Catholic Church, and say, “This is the Church created by Christ, through which His salvation comes,” but we can’t point outside the visible Church and say, “No hope for salvation here.” The same God who considered faithful Babylonians to be spiritual citizens of Zion almost certainly considers faithful Presbyterians to be spiritual citizens of Rome.