Having to justify actions to themselves and find ways to feel better can be made easier with a tool like religion that they can lean on. It's not the only way to get there but at that point, they've already recognized that what they're doing is immoral and they want the money, kid-rape, political / social change, etc. more than they want to stay within the bounds of morality. Murder is wrong but if they've been told that, according to the all-knowing being in charge who knows best, allowing a certain type of person to live is worse, they have a ready substitute for the "don't murder" rule to help them pull the trigger.

Doesn't have to be the big-ticket items like rape and murder though, it could just be someone who makes others' lives harder unnecessarily. Maybe it's a shitty boss whose verbal abuse is just acceptable enough to avoid discipline from above or somebody who tosses their fast food trash out the window on the highway. Scummy behavior for sure but they can balance the scales for themselves by feeling bad and talking about it on Sunday morning. It can replace the urge to be less of a shitbag because at least they're still playing the role of a good worshiper.