You just want to sin
The best way to counter it are two things.
1. Ignore it, it's not really an argument to begin with
2. Agree to it with sarcasm, once again it's not an argument, or at least not a good one.
Theists sin all the time, their belief system is based on faith alone, or at least some of them believe that. Some of them claim that without religion there are no morals, even though there have been countless immoral acts done at the hands of religion. The Protestant Christian religion doesn't have regulations about being moral, to them you just have to pray your sins away, so in a sense, with religion there are still immoral things.
The Holocaust, Jihad, the Crusades, the time of reform in Europe after the middle ages and during the middle ages, are fine examples of what harm religion can lead to.