The only reason religious people have things to hide is because they recognize and espouse principles about good and evil. They understand and accept God's standard of right and wrong. However, religious people like all people make mistakes, fall into temptations, and give into their lower selves to some degree and at some point in their lives. But because they accept the idea that these things are wrong they carry a sense of guilt and shame over it. They also understand these actions conflict with the ideas and values they espoused to others. Therefore they naturally hide them or at least don't advertise them.
But when you're a godless heathen devoid of all morals and carry no shame you don't feel as compelled to hide things. You feel more comfortable declaring your backwardness and perversion in front of the world.