The only people "they came" for - and that little anecdote about someone breaking down the door of Christian refuges doesn't smell right - are people who came here as a result of breaking the law.  A more appropriate poem would be:

First they came for the murderers, and I was not a murderer.
Then they came for the rapists, and I was not a rapist.
Then they came for the armed robbers, and I was not an armed robber.
* * * * *
And when all the criminals were kept safely away from the law abiders, they had to start all over again.