I think it's less that they don't believe heaven and hell are real, and more that heaven and hell are such far concepts that they don't generally intrude on regular believers' reasoning.

Most people believe in starving children, but they generally don't incorporate that knowledge into their day to day behavior even in situations where it would be relevant.

But what if heaven and hell were real things? What if it were the case that some or most people go to hell and suffer eternally, and we knew this, for a completely reliable fact, and also knew that murdered babies go to heaven? Don't you think our view of things might be different?

It so happened (I'm running on memory and too lazy to google these things up) that people who did this lived in a society where Catholicism was the dominant religion and more or less universally believed. Notably, that didn't stop anyone from arresting these people and prosecuting them for murder.

Of course Catholicism is very far from utilitarianism.