This quote is talking about the foolish, unbelieving people, not the godly. Its a common misconception.
Paul here in Romans is repeating David in Ps. 14:1-4 and hes making a distinction between the righteous and the wicked. The full quote should read:
Psa 14:1-5 NIV - 1 For the director of music. Of David. The FOOL (atheist) says in his heart, "There is no God." THEY are corrupt, THEIR deeds are vile; there is NO ONE (of these nonbelievers) who does good. 2 The LORD looks down from heaven on all mankind to see if there are any who understand, any who seek God. 3 All have turned away, all have become corrupt; there is NO ONE who does good, not even one. 4 Do all THESE EVILDOERS know nothing? THEY devour my people as though eating bread; they never call on the LORD. 5 But there they are, overwhelmed with dread, for God is present in the company of THE RIGHTEOUS." (see there, God says that His people are the righteous ones)
In fact, Gods people must be righteous:
1 John 3:7 NLT — Dear children, don’t let anyone deceive you about this: When people do what is right, it shows that they are righteous, even as Christ is righteous.
I don't expect your preachers to tell you this plain truth, because they capitalize on your guilt and need for liberty from it. So they constantly assure you that no matter how much evil you do, you are declared righteous by God. That's patently, biblically false, but its what keeps you filling their coffers week after week.