I think any MBTI type can be twisted, sadistic, and/or murderous, but they will go about it in very different ways, and usually for very different reasons. Serial killer is a term usually used to refer to a particular type of killer.
As far how morality finds its way into MBTI: Well, actually, "ethics" tends to find its way into the system. It is clear that each type has a general list of "good things" and "bad things." Some things that other types do are automatically read as wrong and sometimes even cruel and evil by a particular type; and vice versa. So the system does describe basic ethics, by explaining the relative values of each type.
But morality itself is not just determined by type, it is also determined by upbringing, cultural values, religious imposition, and so on. So religious morality per se is really not attached to MBTIc. An ISFJ can be whatever religion he grows up in; an INTJ can believe in any religion she wants, regardless of being INTJ. I don't see them as being directly attached to type. It's attached to upbringing, life experience, and the particulars of someone's existence.