Why are the Vatican's agents working with the CIA in the first place?
This is alluded to in the scene with Anna and Kaplan (where Kit Kat appears in Anna's dress). Kaplan and the Mayflowers are in cahoots, and to keep the Vatican counter-espionage agency at bay, Kaplan approached the Vatican portraying the plan as a sting operation: the CIA is aware the Mayflowers are trying to steal the gold machine parts, and intend to catch the Mayflowers in the act, at which point they'll be arrested; the plan requires the Vatican agency to play along. Of course, that's a ruse to keep the Vatican agents from foiling the real plot.
