The reason that Christians think morals come from God in some sense is because Christians think that it is more likely that that moral duties and obligations are objective rather than subjective. That is to say, if this statement is true: "it is wrong in all places and at all times for a person to harm little children for fun" or "one ought not to torture Jews" are true propositions constituting knowledge regardless of the sadist or sociopath who thinks otherwise, then it follows that objective moral duties and obligations exists, and thus there is a deficiency within the naturalist or physicalist worldview where such propositions would be utterly unintelligible.
There are two obvious reasons why such statements above would not be true on naturalism or physicalism (Western atheism). If physicalism is true, then determinism is true (or at least free will could not exist), and thus there can be no moral obligations since the notion of "ought" (for example: we ought to be kind to children rather than cruel) implies that we can. The other reason is that no moral proposition would ever rise beyond subjectivity. The notions of fairness, honesty, kindness, ect. would be no more a matter of my opinion than the other mans opinion that we ought to be unjust, treacherous, cruel, ect. Morality is entirely reduced to relativity or personal opinion. Another way of putting this might cut to the point: If it is true that we a just an accidental byproduct of nature, doomed within a relatively short period to annihilation, then there would certainly be no objective moral duties since 1. my actions are entirely the result of heredity and environmental factors alone in which case I could not be responsible for them and 2. even if I were responsible for them there would exist no reason why I ought to behave in any particular way. There is no moral standard that I am obliged or ought to live up to rather than the one that I determine. And the one that I determine has no basis for being superior to that of the next person. If God does not exist, we would have no responsibility to do anything and are justified in doing anything.
It is common then for the disbeliever in God who once to maintain the truth of the proposition: "It is morally wrong to harm a child for fun" for example, to say that morality is determined on the basis of whether our actions either cause harm to someone, which is immoral, or promote a greater well-being which is moral. But what cannot be provided is a reason why one is obliged to promote the well-being of another person since the moral theory itself would be based solely on that persons preferential ideology. There would be no reason to think that on such a basis his moral teachings would magically become objective and binding on everyone else.
Of course it is morally wrong at all places and at all times to abuse a child. But if this is true in any objective sense and we have a moral duty to prevent such an atrocity, then where atheism possess poor explanatory power (we can call this the atheistic problem of ethics), the objectivity of moral duty is a nice fit in a world where there exists an omni-benevolent being who wants us to behave in a particular fashion. Of course the atheist could just bite the bullet and maintain that objective morality does not really exist and that his belief that we ought to be kind to children rather than torture them is just a matter of his personal taste - no more valid or binding then the values of a pervert who enjoys molesting children. But in any case, perhaps you can see why Christians think that morality must be grounded in God or in an objective standard that comes forth from God.
On a final note, there is a general confusion at this point between the question of where objective values come from or how we obtain them and the question of whether they are subjective or objective. I have only emphasized that just about everyone believes that objective morality (persons ought to be just for example), is widely thought to exist and quite incoherently by most atheists. I was not attempting to make the point that we do not develop them partly or largely through societal factors and heredity but only that, if God did not exist, they would not be objective and binding. If they are binding, its of little consequence where they come from for my present purposes. As they are apparently binding, and a person should believe what is apparently true unless they have strong evidence to the contrary, it is I think philosophically proper to acknowledge the relationship between objective moral duties and theism.
