They were first mentioned by the political philosopher John Locke. He was very influential for the founding fathers who based the ideas of rights that are self evident on his philosophy. According to him, the natural rights were those of life, liberty, and property, a bit different than what ended in the final documents.
I would say that the answer would be that Christianity is legal to practice. Check out the Great Controversy for more information.
It brought them harm because they expected Hitler to be satisfied and they believed that if they gave him what he wanted that he wouldn't cause a new war and wouldn't bother them. This is why they didn't prepare for what he did when he started the war and why France was defeated so fast and couldn't do anything about it and why England became locked out of Europe completely until the arrival of the Allies.
