Morality is something they abandon,
That is, generally, incorrect. The vast majority of Really Bad People tend to justify their actions to themselves. It's not so much that they have no morality, just that their morality and the morality of Average, Normal People don't match up. Their morality is totally skewed and generally self serving. If you look at the worlds most notorious serial killers,
nearly all of them have a "Moral Justification" for their actions. Bundy, Ridgway, Franklin, Angelo, Shipman, Pichushkin, Kaczynski, Manson, all these people thought (or convinced themselves) they had moral justification.
Most criminals have some sort of rationalization. Something to remember is that while some movie Villains are mustache twirling ne'er do wells, in real life, most people, even bad people, don't see themselves as the villain.