I have often wondered that same thing. I have had theist get angry and demand I explain how the world works if there is no god. When I start explaining using science they get pissed. Please don't tell them this could have been avoided if you hadn't been trying to interject religion into everything.

1. They have accepted the notion that they (and the rest of humanity, including you) are fundamentally wicked, vile, hellbound refuse.

2. They are charged with converting the "unsaved" and convincing them also of this invented need for "salvation" from "sin". If they don't actively do this, depending on the sect, they will feel somewhere between mildly guilty and deeply ashamed or even afraid. Also, they'll miss out on the endorphin hit and sense of group belonging that comes from being "right"eous and informing others of their wrongness (unrighteousness).

3. They are largely blind to the fundamentally demeaning, disrespectful, impertinent nature of accosting people outside their group, often even total strangers, with the message that they are unacceptable as they are, and cannot determine their own (dis)beliefs for themselves, and thus need the "help" of the "enlightened". They are tone-deaf to this because they've willingly subjected themselves to it, and have been taught that this is a virtue rather than a vice.

In their mind, it would be wrong not to. They believe that you are damned and need to be "saved." To "save" you they need to convert you ASAP. Annoying, I know.