Because there was never a “first” atheist like some adam and eve story, because atheists are people just like you, and because morality is not created or defined only by religion.
You’re right that morality is not created or defined only by religion. It is built into us by natural law, according to the Catholic Church. However, God helps us to remember the natural law through Moses and Christ. Atheism does nothing to help us remember the natural law. If you want to make the case that it does, that will be a hard sell, since all that atheism says is that there is no absolute source of morality in God. We can therefore circumvent the natural law if we are so disposed by corrupting the powers of reason to suit our own personal whims, as with the notion that it’s a right to kill one’s infant in the womb, or that its o.k. to have members of the same sex mary each other.