To realize that we all need redemption through Jesus Christ.
(Besides, we all know that about ourselves anyway, don't we?)
Because it keeps the followers in line. If a person believes that they are bad and a religion offers a way of making the person less bad, the leaders of the religion have a way to control the minions.
Not sure I can answer that so that you can understand it since it comes by revelation. It has to do with not being equipped to become good until we recognize that we are needy (bad). God is stronger when we are weak. It's the paradox of religion. Sort of like darkness does not exist, it is the absence of light. Cold does not exist, it's the absence of heat, etc. We believe in darkness and cold as we believe in evil. Unless we recognize that we truly are bad (dark)until we receive God (light), we are lost in the darkness. John 3:19-20 clarifies this.
So you've never sinned, not even once? Of course if everything is just relative, then it doesn't matter.