I disagree. Religion is saying what you are doing is right because it comes from your religion.

I think you're taking an... absolutist view of right-and-wrong, whereas the idea of "right" for religious people is exclusively through the lense of their religion.

Murdering a child to you might be objectively bad, and seeing a religious person do it (or support it) might look like someone doing evil, knowing it's evil, because they were told to do so. But if their god (or religious leader expressing the will of their god) told them to do it, it is right to do it, and the only right thing to do is what is told (plenty of examples of this playing out in religious texts).