Presence of faith is no more immoral than it's absence. But really that is not what the good professor is discussing here. He is setting up a strawman
I think there's something very evil about faith, where faith means believing in something in the absence of evidence, and actually taking pride in believing in something in the absence of evidence. And the reason that's dangerous is that it justifies essentially anything
which he then demolishes.
But that is not how faith works, people don't just have generic 'faith' so that anything goes, faith exists within a community which puts borders around it, a Christian's faith has boundaries, places where they are not supposed to go as does the faith of Muslims, Hindus, Jains, Zoroastrians et al.
A person's faith is generally in something or someone, it is not some nebulous philosophical concept which floats about in the ether looking for a place to land. The examples he gives are also flawed, the Crusades, the Inquisition, the 9/11 attack are not simply rooted in faith, they are also rooted firmly in socio-political realities, in the politics of power and revenge.