They knew how broken the world is— they took part in the mayhem. They knew there is great evil around.
They found peace. Most asked forgiveness and apologized for what they had done. They left their relatives and friends with reasons to think of them as deeply flawed, but not completely terrible.
It seems a smart thing to do. It’s better than staying evil, frustrated and scared of your impending death.
In other words: if they want to have any chance of making it out alive, they have to at least pretend to be religious.