Cir.1991), we will not craft petitioner’s arguments for him where his allegations are conclusory in nature. Id. Finally, we note that the majority of petitioner’s brief to this court concerns not the arguments discussed above but, instead, his struggle reconciling his sexual orientation with his deep Christian beliefs, and his assertion that he would be persecuted if he were returned to China on the basis of those Christian beliefs. But petitioner never raised religion as a ground for asylum in the administrative proceedings and we may not address it for the first time here. See 8 U.S.C. § 1252(d)(1) (requiring an alien to exhaust all administrative remedies available to him prior to court review of a final removal order); Garcia-Carbajal v. Holder, 625 F.3d 1233, 1237 (10th Cir.2010) (<HOLDING>). The petition for review is DENIED. * After
holding that the court lacks jurisdiction to review legal arguments not raised before the bia holding that we lack jurisdiction to review a claim not brought before the bia even when the bia addresses it sua sponte holding the bia may in its discretion grant a motion to continue or reopen to allow an alien to pursue adjustment of status before the uscis holding that we will not review an issue or claim that was not presented to the bia in the petitioners notice of appeal or brief to the bia even if the bia considered the issue or claim sua sponte holding that to satisfy  1252d1 an alien must present the same specific legal theory to the bia before he or she may advance it in court