That's an interesting insight.
I don't believe we actually need religion to understand the concept of evil.
That's the crucial point. I don't think it's possible to separate those two. When we deal with the concept of evil, we implicitly assume the existence of a transcendent reality and that's the very domain of religion. We could call it ethics but still it's the same thing: something that shapes our behavior yet it's beyond our rationality.
Personally I am fine with that. It fits right in with Deism.
So let me rephrase that "I don't believe we actually need ORGANIZED religion..." :)