If you ask me why that is I can show the answer given by natural science in which, human necessity, would naturally forge a set of near universal morals all people would quickly or ineviably abide by.
Of religion, I can't tell you because I don't know all their versions and some do not have an explanation.
However I do know mine, and that is, God created man in His image and likeness (Genesis 1:26). That means we are created with the essential qualities of God in terms of creativity, intellectual capacity, and in this case: moral sensibilities.
We have a sense of right and wrong passed down from Adam and Eve.