Many of the theories that came from the Scottish Enlightenment show that you can have morality without religion..and this was coming from religious men.
Basically, man wants to be happy. We naturally don't like discontent, problems or anything that disrupts the balance. So, over time laws and rules were designed and codified that did just that. We recognized that murder, theft, assault disturbed the balance.
If some of those associated with the Scottish Enlightenment held that you can have morality without a belief in something else outside of us that sets the rules they were objectively incorrect. Ultimately, in the absence of the something else, you can't have a basis for what is intrinsically
right and what is intrinsically
wrong. You have to end up stopping at a premise that is subjective.
Each individual wants to be happy. But that doesn't necessarily mean everybody else has to be happy. One person can make himself or herself happy at the expense of others. Presumably it made Stalin happy to have a purge. Or at least he saw it as in his best interest. And what, in the absence of something else that sets the rules, made that wrong? So he was happy and a lot of other people weren't. From his standpoint, so what?
Was it wrong because it made others unhappy? Took their lives? What makes those things wrong?
There is no answer without the something else. In the end, you would have to resort to saying, "well that's just wrong because it's wrong."
All you can come up with in the end is an argument that it is in the best interest of the majority of those in a community to have rules. A utilitarian case. Not really intrinsic right and wrong. Just an argument that it's best for us as a group to do things this way. But it's always possible that someone can see their own best interest in doing something that is not in the best interest of the group. And there is no physical law that says it would be wrong for that person to do it. There is no intrinsic rule that what is best for the group is "right" and what is not best for the group is "wrong." There can be potential consequences but if a person thinks the risk is worth it they can take it.
In Stalin's case he had power. He was not accountable for anything he did. So he could do whatever he saw as in his own best interest within his society regardless of whether it hurt anybody else or made them unhappy. And he did. He lived a fairly long life (died at 74) and he died. No consequences because he was in a position of power. And what he did was no more "wrong" in objective, physical terms than squashing a cockroach would be. It meant no more to the universe than two asteroids colliding. It just was.