WARSAW—The leaders of Poland, Lithuania, Estonia, and Latvia came together on Saturday to condemn Belarus for allowing migrants to illegally cross its borders into the European Union. “All European Union member states have a duty to protect borders and to stop illegal entries,” read a Polish government statement published after a video conference of the countries’ prime ministers. In recent weeks, Lithuania has reported a surge in illegal border crossings from Belarus and accused Minsk of flying in migrants from abroad and dispatching them into the EU. Earlier this month, Poland accused Belarus of sending a growing number of migrants over the border in retaliation for Warsaw’s decision to give refuge to Krystsina Tsimanouskaya, a Belarusian athlete who refused to return home from the Tokyo Olympics. Belarus officials did not immediately respond to a request for comment. Polish authorities have faced criticism from human rights groups for not accepting migrants, …