Calvin Coolidge actually said...
Since consular officers are responsible under the law for the proper classification of aliens either as immigrants or as non-immigrants and for the issue or refusal of visas to them, all matters concerning visas, with the exception of diplomatic visas, fall within the competence of such officers.
Context
Executive Order 5032—Amendment to Chapter XII of the 'Instructions to Diplomatic Officers of the United States, March 8...'
01/17/1929