I think they do because event though we do sin, we will be forgiven and we'll always forget about it as time goes by.

Yep. Believers say it all the time:
God is mericiful.
God will forgive us all.

Yet I've never heard someone say 'I did a sin but I know that God is merciful and will forgive us.'

This answer probz confuses you, but makes perfect sense in my head. And you probz thought that I didn't answer your question. But I did. Just... in my head.