All perfect praise be to Allah
I was not able to find any such hadees, only related ayah and hadees i found are felow:
It was narrated from Abu Hurayrah that the Prophet (peace and
blessings of Allaah be upon him) said: “A woman may be married for
four reasons: her wealth, her lineage, her beauty and her religious
commitment. Choose the one who is religious, may your hands be rubbed
with dust [i.e., may you prosper].”
(Narrated by al-Bukhaari, 4802; Muslim, 1466).
Al-Nawawi said:
The correct meaning of this hadeeth is that the Prophet (peace and
blessings of Allaah be upon him) was describing what people usually
do, for they seek these four characteristics, the last of which in
their view is religious commitment, but you, the one who is seeking
guidance, should look for a wife who is religious. But this is not an
absolute command.
This hadeeth encourages keeping company with people who are
religiously committed in all things, because the one who keeps company
with them will benefit from their good attitude and morals, their
blessing and their good ways, and he will be safe from mischief at
their hands.
Sharh Muslim, 10/52
And ayah:
“And do not marry Al-Mushrikaat (idolatresses) till they believe
(worship Allaah Alone). And indeed a slave woman who believes is
better than a (free) Mushrikah (idolatress), even though she pleases
you. And give not (your daughters) in marriage to Al‑Mushrikoon till
they believe (in Allaah Alone) and verily, a believing slave is better
than a (free) Mushrik (idolater), even though he pleases you. Those
(Al-Mushrikoon) invite you to the Fire, but Allaah invites (you) to
Paradise and forgiveness by His Leave, and makes His Ayaat (proofs,
evidences, verses, lessons, signs, revelations, etc.) clear to mankind
that they may remember”
[al-Baqarah 2:221]
Although above ayah excludes ahlul-kitab, but this is somehow discouraged to marry any mushrik.
Now these are only closest what i found.
To read further why it is discouraged to marry non-muslims you can read this and also this fatwa.
Allah knows best