Why do religious adherents experience nightmares and disturbing dreams accompanied by screams during sleep, while those who are not religious do not, even though they commit forbidden acts?

Beware of objecting to God's decree, for He has perfect wisdom in His preordainment. Perhaps these are warnings to draw you closer to Him. Receive tribulation with patience and submission, and know that all of God's decree is good, and that there are those who have been afflicted with something more severe. Follow the path of righteousness, maintain acts of obedience and obligatory duties, and increase in supererogatory acts. Consult trustworthy doctors, for what has befallen you might be due to a medical reason. And increase in ruqyah, for it is beneficial by God's will.