Not because we have a specific "heretic burning" sense receptor, but because the parts of the brain containing the idea of burning the heretics were connected by neural pathways to the pleasure centers, just like all associations are created.

There is almost certainly hardware support for punishment behavior, albeit that which can be executed with very little high level conceptual understanding, as you note. Even more, it doesn't always require a "belief that X is right": It can simply happen, when everyone else is throwing stones, that a person may throw stones too, and the high level belief of person that they are "trying to do the right thing" is formed after the behavior has already happened, or in (hardware-embedded) anticipation of a hypothetical future demand to justify their behavior.