The reason I said I was unsure about that question on morality is that I was thinking of far earlier times than the Greeks, Egyptians and so on: back to the times that Sen was hinting of when we are talking of extended family groups and simple tribes. On those later times, certianly you could have morality without religion. Now Sen is, I think, right that at that level you could have a morality based on what is done and not-done, and that's it. But as soon as you ask the question why, three variants of 'Because X decrees it' emerge. If X is 'the Chief' you have some sort of proto-dictatorship. If X is 'we have all agreed' you have a democracy of some kind, and if X is 'the gods' you have an early religion. And it seems to me the 'why' question is likely to be almost simultaneous with the rule. And all three answers may arise at the same time. So, in short, I am unsure.

In terms of anthropology, I am not aware of any tribes identified that do not have a religion, but it not something I know much about, so am happy to be corrected.