This is from Infowars (hat tip: Richard at Blue Ridge Forum).  It is a good thing for the governor that the Obama Administration is headed out the door, or they might just flex their federal muscles and send Mississippi Syrians just for spite.
Here is what Infowars says about what the Governor said on a Fox News program:

Mississippi Governor Phil Bryant informed Stuart Varney that his state has not accepted any ‘Syrian refugees’ to date, and has no plans to even consider doing so until the District of Columbia takes some first.

Appearing on Thursday on Varney and Co., Governor Bryant discussed the stand he has taken against the Obama administration on behalf of his constituency.

“[We have taken] none so far, so certainly we can claim that as a win,” he said. “In November of 2015, I sent a letter to the President saying much of the same that other governors had said – that we will simply just refuse to accept Syrian refugees because we don’t think that they can be properly vetted.”

[….]

Governor Bryant also noted that nearly half of Mississippi’s 2016 non-Syrian refugee intake has been comprised of Cubans fleeing a totalitarian regime that Obama and his comrades in the mainstream media, Hollywood, and academia continue to romanticize to this day.

Bryant went on to highlight the hypocrisy of the Beltway Elite, who have appropriated massive sums of American tax dollars for their ‘refugee resettlement’ programs, importing tens of thousands of incompatible, low-skilled welfare leaches from Third World countries to small communities in the United States – despite not having accepted any ‘Syrian refugees’ themselves.

“Strangely enough – [there are] no Syrian refugees in the District of Columbia,” he observed. “So, when we see some moving to Georgetown and Pennsylvania Avenue, certainly we’ll reconsider them moving to Mississippi.”

Again, it is a good thing Obama is on the way out, or they would send some to Mississippi just to show they can!

We know that neither Mississippi or the District of  Columbia get very many refugees, but I thought it would be interesting to check.  For those of you following the program closely, you know that some states are overwhelmed every year with thousands upon thousands of refugees while others get only a trickle.  I’m guessing the feds see both Mississippi and the District of Columbia as ‘unwelcoming’ for very separate reasons.
This is what I learned after having a look (at Wrapsnet.org) at the last ten fiscal years for each location. (Oh, and by the way, when the governor says they are getting Cubans in Mississippi that would likely be secondary migrants since I found only one Cuban actually placed through the RAP in the last ten years.)
In ten fiscal years Mississippi got 89 total refugees.  The countries from which ten or more were placed there were as follows:

Afghanistan (22)

Burma (15)

DR Congo (10)

Eritrea (15)

Iraq (13)

Six other countries were represented by less than 10 individuals. The state got 3 Somalis.
In those same ten fiscal years, the District of Columbia took in 249 refugees.   The ethnic groups admitted with ten or more were as follows:

DR Congo (12)

Eritrea (38)

Ethiopia (29)

Iraq (124)

13 other countries were represented, but in each case it was less than 10 individuals. DC got 4 Somalis.