Because they think morality comes from their God.
Know how I know it doesn't? Because if our morals came from one true, eternal God, then different societies would not have different morals, but they do. And our morals would not change over time, but they do (hence, we used to think slavery was moral, but don't anymore)
The fact is, that people who believe in God are the ones who commit the most immoral acts, such as honor killings, discrimination and so forth.
Even here in the States, the places with the highest concentration of Christians have the highest statistical rates of immoral behavior such as sexually transmitted disease, teen pregnancy, spousal abuse, child abuse and criminal recidivism.
http://community-2.webtv.net/tales_of_the_western_world/BIBLEBELT/
http://www.stopthereligiousright.org/biblebelt.htm
There is absolutely no FACTUAL indication that religious belief leads to more moral behavior. Quite the opposite.
Didn't those Bible Belt Christians, the Southern Baptists and Methodists in the 1950's and 1960's, believe in God when they lynched 3,500 innocent black men, women and children? Of course they did...they lynched those people and then went to their Sunday services and their potluck church suppers like everything was fine.
http://en.wikipedia.org/wiki/Lynching
@Eddie: It's the religious that think they can be absolved from personal responsibility by asking forgiveness. Atheists understand we always have personal responsibility for our actions. It is not atheists who attempt to circumvent morality. That's why the rate of crime is so much higher for Christians than for atheists. Statistically, atheists are 14% of the population of the states, but we are less than 1% of the prison population.
http://www.skepticfiles.org/american/prison.htm
Christians make up 76% of the population, but 81% of the prisons.