Yes, there are people who are sadistic but still fear divine punishment like karma or hell. And religion may be the best way to force them to stop harming others. But our society prioritise freedom. We don't arrest suspicious people without warrants, allow people secret and secure communication on the Internet (I mean I'm not sure those things will continue but still), and even freedom of religion itself. We should accept the risk of increased immoral activities due to not forcing people religious restriction just because they are born in such family or culture. And I think society collectively can have morals, especially we are financially and socially fulfilled. So we need to aim that direction, even though currently it's going to the opposite.

  with nihilistic progressives having few children, supporting mass migration

While it makes sense to think that nihilists don't value culture and don't mind mass migration, AFAIK most nihilistic communities are often racist. Actually most communities, including leftists, don't welcome immigrants. The only group is the rich and corporations who just want cheap labor while don't need to face cultural conflicts and deterioration of security. We can restrict migration and still treat current immigrants like humans by electing politicians who aren't sensationalists, greedy populists backed by corporations and continue mass migration after they grab the power.

  This is why humans invented various religious systems

BTW, I personally think the biggest factor for religion exploding, especially after social orders were developed and the gap between social classes were polarized, is the anger against unfairness and those exploiting others, manipulating social structures for personal gain, being assholes just because they were born lucky, and facing no consequence. It's almost impossible to see justice served, or be rewarded for living humble and honest life. So we needed to invent "heaven and hell", which brings justice for "us" and "them" after death.