You mean they have no problem following those rules that are not specific to a religion and are (in some form or another) necessary for a civilized society. But the rules that define Christianity are more or less meaningless to someone not following it, and a lot of Christians are pretty loose about them as well. “No idols”? “No other gods”? “Keep the sabbath holy”? “Don’t use god’s name in vain”?
The “trick” about religions is that they are part necessary rules and customs that keep society going, and then they mix in their own, and that conglomerate keeps people bound to a religion and religions around even in “enlightened” times when people should be aware that those rules are not anything divine.
How else are you going to conserve your world view?
Or laugh at them. Seems to me that the problem is way too many people taking them seriously and encouraging them.