I get the confusion, like why would somebody who does not believe in sin call themselves a Christian? But the reason is pretty simple I think. Jesus is a massively popular religious icon. Some self defined "Christians" have thrown everything out except for Jesus and some of his teachings.

Matthew 1:21
She will give birth to a son, and you are to give him the name Jesus, because he will save his people from their sins.”

Matthew 9:13
But go and learn what this means: ‘I desire mercy, not sacrifice.’ For I have not come to call the righteous, but sinners.”

They may say those were made up or mistranslated or whatever if they don't believe in sin. Even though it is Jesus teaching about sin.